+106.0%
AMGN vs DFNS
-99.9%
+205.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +1.1% | -16.0% | +17.1% | +1.1% |
| 30D | +7.8% | -77.7% | +85.5% | +7.6% |
| 3M | +27.3% | -77.2% | +104.4% | +27.5% |
| 6M | +16.8% | -95.2% | +112.0% | +16.8% |
| YTD | +36.3% | -98.0% | +134.3% | +36.1% |
| 1Y | +60.4% | -98.3% | +158.7% | +60.2% |
| 3Y | +86.3% | -99.9% | +186.2% | +80.4% |
| 5Y | +125.7% | -99.9% | +225.5% | +117.9% |
| All | +106.0% | -99.9% | +205.8% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling