+195.5%
AMGN vs DE
+863.9%
-668.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -13.7% | -2.6% | -11.1% | -13.1% |
| 30D | -8.8% | +9.0% | -17.8% | -10.8% |
| 3M | +7.2% | +19.1% | -11.9% | +2.3% |
| 6M | +1.3% | +14.4% | -13.1% | -2.6% |
| YTD | +17.6% | +45.9% | -28.3% | +5.9% |
| 1Y | +37.2% | +43.6% | -6.4% | +23.8% |
| 3Y | +57.7% | +75.9% | -18.1% | +33.5% |
| 5Y | +106.3% | +98.8% | +7.5% | +64.1% |
| All | +195.5% | +863.9% | -668.3% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling