+108.0%
AMGN vs IBB
+20.0%
+88.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.2% | -7.9% | -8.8% |
| 7D | -10.3% | -1.7% | -8.6% | -9.3% |
| 30D | -3.8% | +4.9% | -8.6% | -6.3% |
| 3M | +14.4% | +24.2% | -9.8% | +1.1% |
| 6M | +7.8% | +23.8% | -16.0% | -4.7% |
| YTD | +22.6% | +23.0% | -0.4% | +9.0% |
| 1Y | +44.2% | +46.2% | -1.9% | +17.1% |
| 3Y | +65.8% | +64.8% | +1.0% | +27.5% |
| 5Y | +108.0% | +20.9% | +87.1% | +71.7% |
| All | +108.0% | +20.0% | +88.0% | +71.7% |
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