+92.8%
AMGN vs FIVE
+42.1%
+50.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.7% |
| 7D | 0.0% | +6.2% | -6.2% | -0.4% |
| 30D | +12.1% | +18.2% | -6.0% | +11.1% |
| 3M | +13.9% | +3.8% | +10.0% | +13.5% |
| 6M | +42.1% | +13.7% | +28.4% | +40.8% |
| YTD | +45.0% | +34.7% | +10.3% | +42.3% |
| 1Y | +49.3% | +66.6% | -17.3% | +44.9% |
| 3Y | +92.8% | +44.3% | +48.5% | +80.3% |
| All | +92.8% | +42.1% | +50.7% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling