+52,596.3%
AMGN vs HUM
+5,678.7%
+46,917.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.7% |
| 7D | -13.7% | +2.1% | -15.8% | -14.0% |
| 30D | -8.8% | +5.4% | -14.2% | -9.6% |
| 3M | +7.2% | +11.4% | -4.2% | +4.9% |
| 6M | +1.3% | +141.5% | -140.2% | -13.6% |
| YTD | +17.6% | +61.2% | -43.5% | +6.7% |
| 1Y | +37.2% | +49.2% | -12.0% | +25.4% |
| 3Y | +57.7% | -9.0% | +66.8% | +53.0% |
| 5Y | +106.3% | +7.2% | +99.1% | +91.5% |
| 10Y | +205.3% | +152.7% | +52.6% | +140.7% |
| All | +52,596.3% | +5,678.7% | +46,917.5% | +18,868.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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