+216.6%
AMGN vs D
+34.1%
+182.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -11.6% | -0.4% | -11.2% | -11.5% |
| 30D | -5.7% | -2.1% | -3.6% | -5.1% |
| 3M | +14.2% | -0.7% | +15.0% | +14.4% |
| 6M | +5.2% | +5.6% | -0.4% | +2.9% |
| YTD | +22.0% | +14.6% | +7.4% | +15.8% |
| 1Y | +43.6% | +15.3% | +28.3% | +35.9% |
| 3Y | +65.0% | +59.1% | +5.9% | +37.6% |
| 5Y | +112.0% | +3.9% | +108.1% | +104.1% |
| 10Y | +216.6% | +38.5% | +178.1% | +181.1% |
| All | +216.6% | +34.1% | +182.5% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling