+60,958.4%
AMGN vs D
+2,347.4%
+58,611.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | -3.6% | +11.4% | +9.2% |
| 3M | +27.3% | -1.0% | +28.2% | +27.6% |
| 6M | +16.8% | +6.3% | +10.6% | +13.9% |
| YTD | +36.3% | +14.7% | +21.6% | +29.0% |
| 1Y | +60.4% | +16.9% | +43.5% | +50.6% |
| 3Y | +86.3% | +56.8% | +29.5% | +54.8% |
| 5Y | +125.7% | +5.2% | +120.5% | +113.9% |
| 10Y | +247.0% | +35.9% | +211.2% | +190.0% |
| All | +60,958.4% | +2,347.4% | +58,611.0% | +16,540.2% |
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 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