+64,930.0%
AMGN vs DD
+1,141.0%
+63,789.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.1% | +5.0% | -3.8% | -0.1% |
| 30D | +9.3% | +19.7% | -10.4% | +4.5% |
| 3M | +12.1% | +7.2% | +4.9% | +10.0% |
| 6M | +40.3% | +1.0% | +39.2% | +39.2% |
| YTD | +45.2% | +29.1% | +16.1% | +35.5% |
| 1Y | +42.4% | +28.5% | +14.0% | +33.0% |
| 3Y | +91.0% | +89.4% | +1.6% | +60.1% |
| 5Y | +157.4% | +67.1% | +90.2% | +118.6% |
| 10Y | +321.0% | +97.5% | +223.5% | +226.3% |
| All | +64,930.0% | +1,141.0% | +63,789.0% | +27,746.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling