+979.1%
AMGN vs HDB
+3,812.1%
-2,833.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +7.8% | -2.8% | +10.6% | +8.4% |
| 3M | +27.3% | -3.5% | +30.8% | +27.8% |
| 6M | +16.8% | -24.7% | +41.5% | +22.8% |
| YTD | +36.3% | -36.6% | +72.9% | +48.0% |
| 1Y | +60.4% | -34.4% | +94.8% | +72.9% |
| 3Y | +86.3% | -24.4% | +110.7% | +93.3% |
| 5Y | +125.7% | -35.4% | +161.0% | +137.8% |
| 10Y | +247.0% | +39.5% | +207.5% | +202.0% |
| All | +979.1% | +3,812.1% | -2,833.1% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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