+839.6%
AMGN vs IBB
+577.3%
+262.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.2% |
| 30D | +12.1% | +5.2% | +7.0% | +7.9% |
| 3M | +12.2% | +8.6% | +3.6% | +5.4% |
| 6M | +42.1% | +27.8% | +14.3% | +18.3% |
| YTD | +45.0% | +28.8% | +16.2% | +19.9% |
| 1Y | +47.7% | +36.4% | +11.3% | +17.1% |
| 3Y | +90.4% | +89.3% | +1.1% | +18.2% |
| 5Y | +154.9% | +43.3% | +111.7% | +86.9% |
| 10Y | +313.6% | +130.6% | +182.9% | +102.0% |
| All | +839.6% | +577.3% | +262.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling