+3,957.1%
AMGN vs DGX
+8,631.6%
-4,674.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -13.9% | -3.5% | -10.4% | -13.0% |
| 30D | -7.1% | -2.7% | -4.5% | -6.4% |
| 3M | +13.9% | +13.9% | 0.0% | +9.6% |
| 6M | +3.2% | +16.0% | -12.8% | -1.3% |
| YTD | +19.2% | +34.9% | -15.7% | +8.7% |
| 1Y | +41.1% | +30.6% | +10.6% | +29.7% |
| 3Y | +61.3% | +93.0% | -31.7% | +31.6% |
| 5Y | +109.1% | +64.4% | +44.6% | +76.6% |
| 10Y | +209.4% | +248.1% | -38.7% | +104.4% |
| All | +3,957.1% | +8,631.6% | -4,674.5% | +1,024.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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