+4,537.4%
AMGN vs HIG
+980.5%
+3,556.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -9.8% |
| 7D | -10.3% | -1.1% | -9.2% | -10.1% |
| 30D | -3.8% | -4.9% | +1.1% | -3.1% |
| 3M | +14.4% | +6.8% | +7.6% | +13.4% |
| 6M | +7.8% | -1.7% | +9.5% | +8.0% |
| YTD | +22.6% | -0.2% | +22.8% | +22.5% |
| 1Y | +44.2% | +5.7% | +38.5% | +43.0% |
| 3Y | +65.8% | +100.3% | -34.5% | +50.8% |
| 5Y | +108.0% | +118.5% | -10.5% | +86.2% |
| 10Y | +209.9% | +309.7% | -99.9% | +150.1% |
| All | +4,537.4% | +980.5% | +3,556.9% | +1,941.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling