+108.0%
AMGN vs FIVE
+38.7%
+69.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.1% |
| 7D | -10.3% | +3.7% | -13.9% | -10.5% |
| 30D | -3.8% | +4.0% | -7.7% | -4.0% |
| 3M | +14.4% | +36.2% | -21.9% | +12.2% |
| 6M | +7.8% | +18.0% | -10.2% | +6.5% |
| YTD | +22.6% | +34.9% | -12.3% | +20.0% |
| 1Y | +44.2% | +67.9% | -23.7% | +39.2% |
| 3Y | +65.8% | +57.3% | +8.5% | +57.9% |
| 5Y | +108.0% | +39.5% | +68.4% | +95.7% |
| All | +108.0% | +38.7% | +69.3% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling