+963.1%
AMGN vs DG
+577.8%
+385.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.0% | -6.1% | -9.3% |
| 7D | -10.3% | -2.5% | -7.8% | -9.8% |
| 30D | -3.8% | +1.0% | -4.8% | -3.9% |
| 3M | +14.4% | +20.3% | -5.9% | +10.2% |
| 6M | +7.8% | -11.7% | +19.6% | +10.0% |
| YTD | +22.6% | -2.3% | +24.9% | +22.5% |
| 1Y | +44.2% | +20.0% | +24.2% | +37.5% |
| 3Y | +65.8% | +7.2% | +58.6% | +55.4% |
| 5Y | +108.0% | -37.9% | +145.9% | +118.4% |
| 10Y | +209.9% | +107.3% | +102.6% | +141.2% |
| All | +963.1% | +577.8% | +385.4% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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