+64,868.5%
AMGN vs D
+2,436.6%
+62,431.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | +12.1% | +10.7% | +1.4% | +8.1% |
| 3M | +13.9% | +2.3% | +11.6% | +12.8% |
| 6M | +42.1% | +12.5% | +29.7% | +35.7% |
| YTD | +45.0% | +20.1% | +25.0% | +34.9% |
| 1Y | +49.3% | +15.6% | +33.8% | +40.7% |
| 3Y | +92.8% | +75.2% | +17.6% | +54.1% |
| 5Y | +156.7% | +14.6% | +142.2% | +135.9% |
| 10Y | +328.1% | +43.8% | +284.4% | +250.8% |
| All | +64,868.5% | +2,436.6% | +62,431.9% | +17,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling