+103.4%
AMGN vs HON
+1.1%
+102.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -13.7% | -3.5% | -10.2% | -12.7% |
| 30D | -8.8% | -13.8% | +5.0% | -4.4% |
| 3M | +7.2% | -11.7% | +18.9% | +11.0% |
| 6M | +1.3% | -18.7% | +20.0% | +7.5% |
| YTD | +17.6% | +0.2% | +17.4% | +16.1% |
| 1Y | +37.2% | -3.1% | +40.2% | +36.7% |
| 3Y | +57.7% | +17.0% | +40.8% | +45.5% |
| All | +103.4% | +1.1% | +102.3% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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