+54,805.5%
AMGN vs HRB
+3,134.5%
+51,671.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.5% | -3.6% | -8.7% |
| 7D | -10.3% | -9.1% | -1.2% | -8.4% |
| 30D | -3.8% | +0.3% | -4.0% | -4.1% |
| 3M | +14.4% | +23.4% | -9.0% | +8.8% |
| 6M | +7.8% | +45.1% | -37.3% | -2.0% |
| YTD | +22.6% | +8.9% | +13.7% | +17.8% |
| 1Y | +44.2% | -7.9% | +52.1% | +43.5% |
| 3Y | +65.8% | +27.9% | +37.9% | +51.1% |
| 5Y | +108.0% | +108.3% | -0.3% | +65.7% |
| 10Y | +209.9% | +208.4% | +1.4% | +107.6% |
| All | +54,805.5% | +3,134.5% | +51,671.0% | +15,316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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