+113.9%
AMGN vs DOW
-36.5%
+150.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -11.6% | -6.0% | -5.6% | -10.9% |
| 30D | -5.7% | -2.7% | -2.9% | -5.4% |
| 3M | +14.2% | -10.5% | +24.7% | +15.7% |
| 6M | +5.2% | -12.4% | +17.6% | +5.8% |
| YTD | +22.0% | +30.0% | -8.0% | +13.0% |
| 1Y | +43.6% | +27.8% | +15.8% | +32.8% |
| 3Y | +65.0% | -34.9% | +99.9% | +73.5% |
| All | +113.9% | -36.5% | +150.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling