+112.0%
AMGN vs DRI
+68.4%
+43.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -11.6% | -4.8% | -6.8% | -10.7% |
| 30D | -5.7% | -3.9% | -1.7% | -4.9% |
| 3M | +14.2% | +5.1% | +9.1% | +13.0% |
| 6M | +5.2% | +5.5% | -0.3% | +3.9% |
| YTD | +22.0% | +16.5% | +5.5% | +18.2% |
| 1Y | +43.6% | +2.0% | +41.6% | +42.4% |
| 3Y | +65.0% | +54.5% | +10.5% | +52.3% |
| 5Y | +112.0% | +66.6% | +45.5% | +92.0% |
| All | +112.0% | +68.4% | +43.6% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling