+130.8%
AMGN vs D
+5.6%
+125.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.1% | +1.5% | -0.3% | +0.7% |
| 30D | +7.8% | -2.6% | +10.4% | +8.6% |
| 3M | +27.3% | 0.0% | +27.2% | +27.2% |
| 6M | +16.8% | +7.4% | +9.5% | +14.4% |
| YTD | +36.3% | +15.9% | +20.4% | +30.6% |
| 1Y | +60.4% | +18.1% | +42.3% | +52.7% |
| 3Y | +86.3% | +58.4% | +28.0% | +63.0% |
| All | +130.8% | +5.6% | +125.2% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling