+156.7%
AMGN vs IBB
+41.1%
+115.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | -0.6% |
| 7D | 0.0% | +2.7% | -2.8% | -1.6% |
| 30D | +12.1% | +6.3% | +5.8% | +8.1% |
| 3M | +13.9% | +11.1% | +2.8% | +7.1% |
| 6M | +42.1% | +29.2% | +12.9% | +22.4% |
| YTD | +45.0% | +30.2% | +14.8% | +24.4% |
| 1Y | +49.3% | +39.5% | +9.8% | +23.4% |
| 3Y | +92.8% | +92.3% | +0.4% | +38.0% |
| 5Y | +156.7% | +43.0% | +113.8% | +94.2% |
| All | +156.7% | +41.1% | +115.7% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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