+160.1%
AMGN vs DT
-37.8%
+197.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.1% | +3.1% | -2.0% | +1.1% |
| 30D | +9.3% | -29.5% | +38.8% | +10.1% |
| 3M | +12.1% | -11.7% | +23.8% | +12.3% |
| 6M | +40.3% | +29.0% | +11.3% | +39.5% |
| YTD | +45.2% | +3.4% | +41.8% | +45.2% |
| 1Y | +42.4% | -4.2% | +46.7% | +42.8% |
| 3Y | +91.0% | -12.8% | +103.9% | +91.9% |
| All | +160.1% | -37.8% | +197.9% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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