+1,052.7%
AMGN vs HDB
+4,239.1%
-3,186.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +1.5% | +4.1% | -2.6% | +0.7% |
| 30D | +13.1% | +13.0% | +0.2% | +10.4% |
| 3M | +12.9% | +11.3% | +1.6% | +10.4% |
| 6M | +40.8% | +6.9% | +33.8% | +38.3% |
| YTD | +45.6% | -29.6% | +75.3% | +54.7% |
| 1Y | +42.7% | -29.5% | +72.3% | +51.6% |
| 3Y | +91.2% | -8.1% | +99.3% | +90.8% |
| 5Y | +158.1% | -23.4% | +181.6% | +163.0% |
| 10Y | +322.3% | +62.9% | +259.3% | +256.2% |
| All | +1,052.7% | +4,239.1% | -3,186.4% | +429.5% |
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