+160.1%
AMGN vs IBN
+73.5%
+86.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +1.9% | -0.7% | +0.7% |
| 30D | +9.3% | +22.1% | -12.8% | +4.4% |
| 3M | +12.1% | +17.1% | -5.0% | +8.1% |
| 6M | +40.3% | +35.5% | +4.7% | +31.0% |
| YTD | +45.2% | +16.8% | +28.4% | +39.7% |
| 1Y | +42.4% | +12.4% | +30.0% | +38.1% |
| 3Y | +91.0% | +58.0% | +33.0% | +71.6% |
| All | +160.1% | +73.5% | +86.7% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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