+109.1%
AMGN vs HIG
+118.8%
-9.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -13.9% | -2.3% | -11.6% | -13.3% |
| 30D | -7.1% | -1.2% | -5.9% | -6.8% |
| 3M | +13.9% | +6.3% | +7.6% | +11.9% |
| 6M | +3.2% | +0.6% | +2.7% | +2.9% |
| YTD | +19.2% | +0.6% | +18.6% | +18.8% |
| 1Y | +41.1% | +6.1% | +35.0% | +38.3% |
| 3Y | +61.3% | +102.0% | -40.7% | +31.4% |
| 5Y | +109.1% | +119.2% | -10.2% | +64.2% |
| All | +109.1% | +118.8% | -9.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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