+64,196.8%
AMGN vs D
+2,450.0%
+61,746.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | -1.2% | +3.0% | -4.2% | -2.2% |
| 30D | +11.5% | +11.5% | 0.0% | +7.2% |
| 3M | +14.4% | +3.7% | +10.7% | +12.8% |
| 6M | +40.9% | +13.5% | +27.4% | +34.1% |
| YTD | +43.5% | +20.7% | +22.8% | +33.3% |
| 1Y | +49.9% | +18.2% | +31.7% | +40.2% |
| 3Y | +84.6% | +73.3% | +11.3% | +48.2% |
| 5Y | +151.6% | +12.3% | +139.4% | +133.0% |
| 10Y | +358.2% | +43.4% | +314.8% | +275.5% |
| All | +64,196.8% | +2,450.0% | +61,746.9% | +17,153.4% |
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