+109.1%
AMGN vs DT
-27.8%
+136.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.3% |
| 7D | -13.9% | -2.5% | -11.3% | -13.8% |
| 30D | -7.1% | +3.5% | -10.7% | -7.2% |
| 3M | +13.9% | +26.7% | -12.8% | +13.4% |
| 6M | +3.2% | +36.1% | -32.9% | +2.6% |
| YTD | +19.2% | +18.6% | +0.6% | +19.0% |
| 1Y | +41.1% | +7.9% | +33.2% | +41.2% |
| 3Y | +61.3% | +8.6% | +52.7% | +61.1% |
| 5Y | +109.1% | -26.7% | +135.7% | +111.0% |
| All | +109.1% | -27.8% | +136.9% | +111.0% |
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