+1,010.8%
AMGN vs IBN
+1,760.3%
-749.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +1.9% | -0.7% | +0.9% |
| 30D | +9.3% | +22.1% | -12.8% | +6.0% |
| 3M | +12.1% | +17.1% | -5.0% | +9.4% |
| 6M | +40.3% | +35.5% | +4.7% | +34.0% |
| YTD | +45.2% | +16.8% | +28.4% | +41.6% |
| 1Y | +42.4% | +12.4% | +30.0% | +39.7% |
| 3Y | +91.0% | +58.0% | +33.0% | +77.3% |
| 5Y | +157.4% | +73.7% | +83.7% | +134.1% |
| 10Y | +321.0% | +385.6% | -64.6% | +216.7% |
| All | +1,010.8% | +1,760.3% | -749.5% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling