+783.0%
AMGN vs IBB
+560.8%
+222.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.9% |
| 7D | +1.1% | +1.4% | -0.3% | +0.1% |
| 30D | +7.8% | +10.5% | -2.7% | +0.1% |
| 3M | +27.3% | +23.6% | +3.6% | +8.6% |
| 6M | +16.8% | +22.6% | -5.8% | 0.0% |
| YTD | +36.3% | +25.7% | +10.6% | +14.8% |
| 1Y | +60.4% | +51.4% | +9.0% | +18.0% |
| 3Y | +86.3% | +64.4% | +22.0% | +28.2% |
| 5Y | +125.7% | +22.1% | +103.5% | +86.2% |
| 10Y | +247.0% | +132.5% | +114.6% | +68.1% |
| All | +783.0% | +560.8% | +222.2% | +72.3% |
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