+199.6%
AMGN vs DRI
+348.7%
-149.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -13.9% | -4.8% | -9.1% | -13.2% |
| 30D | -7.1% | -5.2% | -1.9% | -6.4% |
| 3M | +13.9% | +2.7% | +11.2% | +13.4% |
| 6M | +3.2% | +3.6% | -0.4% | +2.6% |
| YTD | +19.2% | +15.4% | +3.8% | +16.6% |
| 1Y | +41.1% | +1.3% | +39.9% | +40.4% |
| 3Y | +61.3% | +53.1% | +8.2% | +51.2% |
| 5Y | +109.1% | +64.6% | +44.5% | +92.5% |
| All | +199.6% | +348.7% | -149.2% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling