+757.2%
AMGN vs FIVE
+874.1%
-116.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.4% |
| 7D | 0.0% | +6.2% | -6.2% | -0.7% |
| 30D | +12.1% | +18.2% | -6.0% | +10.1% |
| 3M | +13.9% | +3.8% | +10.0% | +13.2% |
| 6M | +42.1% | +13.7% | +28.4% | +39.5% |
| YTD | +45.0% | +34.7% | +10.3% | +39.4% |
| 1Y | +49.3% | +66.6% | -17.3% | +40.0% |
| 3Y | +92.8% | +44.3% | +48.5% | +78.4% |
| 5Y | +156.7% | +18.8% | +138.0% | +138.5% |
| 10Y | +328.1% | +569.2% | -241.1% | +198.8% |
| All | +757.2% | +874.1% | -116.9% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling