+325.7%
AMGN vs DRI
+331.7%
-6.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +9.3% | +9.7% | -0.4% | +7.8% |
| 3M | +12.1% | +3.2% | +8.9% | +11.5% |
| 6M | +40.3% | +20.6% | +19.7% | +36.3% |
| YTD | +45.2% | +28.3% | +16.9% | +39.7% |
| 1Y | +42.4% | +34.5% | +7.9% | +36.1% |
| 3Y | +91.0% | +66.5% | +24.5% | +76.8% |
| 5Y | +157.4% | +79.6% | +77.7% | +134.1% |
| All | +325.7% | +331.7% | -6.1% | +276.9% |
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