+65.7%
AMGN vs DE
+49.6%
+16.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | +5.9% | +5.6% | +0.3% | +4.9% |
| 30D | +18.7% | -0.8% | +19.6% | +18.8% |
| 3M | +23.4% | +9.8% | +13.6% | +21.6% |
| 6M | +49.7% | +17.5% | +32.2% | +45.1% |
| YTD | +49.2% | +46.5% | +2.7% | +36.9% |
| 1Y | +65.7% | +46.1% | +19.6% | +52.7% |
| All | +65.7% | +49.6% | +16.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling