+80.2%
AMGN vs DFNS
-99.9%
+180.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.2% |
| 7D | -13.9% | -3.3% | -10.5% | -13.9% |
| 30D | -7.1% | -73.1% | +66.0% | -7.3% |
| 3M | +13.9% | -71.4% | +85.3% | +14.1% |
| 6M | +3.2% | -93.8% | +97.1% | +3.2% |
| YTD | +19.2% | -98.0% | +117.3% | +19.0% |
| 1Y | +41.1% | -98.2% | +139.3% | +41.0% |
| 3Y | +61.3% | -99.9% | +161.2% | +56.1% |
| 5Y | +109.1% | -99.9% | +208.9% | +101.9% |
| All | +80.2% | -99.9% | +180.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DFNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling