+103.4%
AMGN vs IBN
+58.3%
+45.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | -13.7% | -3.0% | -10.7% | -13.1% |
| 30D | -8.8% | -1.5% | -7.3% | -8.5% |
| 3M | +7.2% | +7.9% | -0.7% | +5.6% |
| 6M | +1.3% | +8.6% | -7.4% | -0.5% |
| YTD | +17.6% | -0.6% | +18.2% | +17.5% |
| 1Y | +37.2% | -7.3% | +44.5% | +38.6% |
| 3Y | +57.7% | +26.2% | +31.5% | +50.1% |
| All | +103.4% | +58.3% | +45.1% | +86.6% |
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