+326.9%
AMGN vs DRI
+330.2%
-3.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +13.1% | +10.8% | +2.3% | +11.5% |
| 3M | +12.9% | +0.9% | +12.0% | +12.7% |
| 6M | +40.8% | +16.3% | +24.4% | +37.5% |
| YTD | +45.6% | +27.8% | +17.8% | +40.2% |
| 1Y | +42.7% | +33.9% | +8.9% | +36.5% |
| 3Y | +91.2% | +67.2% | +24.0% | +76.8% |
| 5Y | +158.1% | +79.0% | +79.2% | +134.9% |
| All | +326.9% | +330.2% | -3.2% | +278.2% |
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