+837.9%
AMGN vs IBN
+1,491.4%
-653.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.5% | -7.5% | -9.7% |
| 7D | -10.3% | -2.2% | -8.1% | -9.9% |
| 30D | -3.8% | -2.3% | -1.5% | -3.4% |
| 3M | +14.4% | +15.9% | -1.5% | +11.9% |
| 6M | +7.8% | +5.6% | +2.2% | +6.9% |
| YTD | +22.6% | -0.1% | +22.7% | +22.5% |
| 1Y | +44.2% | -6.5% | +50.8% | +45.4% |
| 3Y | +65.8% | +29.3% | +36.5% | +58.7% |
| 5Y | +108.0% | +56.6% | +51.4% | +92.0% |
| 10Y | +209.9% | +314.4% | -104.5% | +138.6% |
| All | +837.9% | +1,491.4% | -653.6% | +437.8% |
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