+54,540.2%
AMGN vs DE
+14,495.7%
+40,044.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -11.6% | -3.0% | -8.6% | -11.0% |
| 30D | -5.7% | +11.1% | -16.8% | -7.9% |
| 3M | +14.2% | +17.6% | -3.4% | +9.9% |
| 6M | +5.2% | +13.6% | -8.4% | +1.8% |
| YTD | +22.0% | +46.3% | -24.3% | +11.3% |
| 1Y | +43.6% | +44.2% | -0.5% | +31.3% |
| 3Y | +65.0% | +76.6% | -11.6% | +42.9% |
| 5Y | +112.0% | +98.2% | +13.8% | +75.1% |
| 10Y | +216.6% | +863.5% | -647.0% | +79.2% |
| All | +54,540.2% | +14,495.7% | +40,044.4% | +16,040.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling