+195.5%
AMGN vs DD
+66.6%
+129.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -13.7% | -3.5% | -10.2% | -12.9% |
| 30D | -8.8% | -11.7% | +2.9% | -5.8% |
| 3M | +7.2% | -9.2% | +16.4% | +9.8% |
| 6M | +1.3% | -7.2% | +8.5% | +2.8% |
| YTD | +17.6% | +6.6% | +11.0% | +14.7% |
| 1Y | +37.2% | +32.0% | +5.2% | +26.0% |
| 3Y | +57.7% | +42.1% | +15.6% | +39.4% |
| 5Y | +106.3% | +58.1% | +48.2% | +73.5% |
| All | +195.5% | +66.6% | +129.0% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling