+7,042.5%
AMGN vs DRI
+7,577.7%
-535.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +7.8% | +3.8% | +4.0% | +7.1% |
| 3M | +27.3% | +13.0% | +14.2% | +24.6% |
| 6M | +16.8% | +8.3% | +8.5% | +15.1% |
| YTD | +36.3% | +20.6% | +15.7% | +31.8% |
| 1Y | +60.4% | +6.5% | +54.0% | +58.0% |
| 3Y | +86.3% | +53.7% | +32.6% | +71.8% |
| 5Y | +125.7% | +72.7% | +53.0% | +101.8% |
| 10Y | +247.0% | +363.2% | -116.1% | +145.2% |
| All | +7,042.5% | +7,577.7% | -535.1% | +3,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling