+40.3%
AMGN vs DFNS
-96.6%
+136.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.3% |
| 7D | +1.1% | -6.0% | +7.1% | +1.1% |
| 30D | +9.3% | -71.2% | +80.5% | +9.1% |
| 3M | +12.1% | -94.5% | +106.6% | +11.6% |
| 6M | +40.3% | -96.5% | +136.8% | +43.4% |
| All | +40.3% | -96.6% | +136.8% | +43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling