+154.5%
AMGN vs D
+12.5%
+142.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.0% |
| 30D | +11.5% | +11.5% | 0.0% | +8.3% |
| 3M | +14.4% | +3.7% | +10.7% | +13.2% |
| 6M | +40.9% | +13.5% | +27.4% | +35.9% |
| YTD | +43.5% | +20.7% | +22.8% | +35.9% |
| 1Y | +49.9% | +18.2% | +31.7% | +42.7% |
| 3Y | +84.6% | +73.3% | +11.3% | +57.7% |
| All | +154.5% | +12.5% | +142.0% | +140.2% |
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