+54,540.1%
AMGN vs HON
+5,566.3%
+48,973.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -11.6% | -0.6% | -11.1% | -11.5% |
| 30D | -5.7% | -15.4% | +9.7% | -1.1% |
| 3M | +14.2% | -9.1% | +23.4% | +17.0% |
| 6M | +5.2% | -17.1% | +22.2% | +10.4% |
| YTD | +22.0% | +1.5% | +20.5% | +20.5% |
| 1Y | +43.6% | -1.3% | +44.9% | +42.9% |
| 3Y | +65.0% | +19.5% | +45.5% | +54.1% |
| 5Y | +112.0% | +3.1% | +109.0% | +104.9% |
| 10Y | +216.6% | +138.4% | +78.2% | +136.3% |
| All | +54,540.1% | +5,566.3% | +48,973.8% | +15,360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling