+109.1%
AMGN vs DD
+57.4%
+51.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -13.9% | -2.9% | -11.0% | -13.3% |
| 30D | -7.1% | -11.5% | +4.4% | -4.3% |
| 3M | +13.9% | -5.4% | +19.3% | +15.3% |
| 6M | +3.2% | -6.9% | +10.1% | +4.5% |
| YTD | +19.2% | +6.9% | +12.4% | +16.4% |
| 1Y | +41.1% | +35.6% | +5.5% | +29.7% |
| 3Y | +61.3% | +42.5% | +18.8% | +44.2% |
| 5Y | +109.1% | +58.5% | +50.6% | +79.2% |
| All | +109.1% | +57.4% | +51.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling