+195.5%
AMGN vs ICE
+220.6%
-25.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.7% |
| 7D | -13.7% | -2.4% | -11.3% | -12.9% |
| 30D | -8.8% | +4.0% | -12.8% | -10.1% |
| 3M | +7.2% | +13.7% | -6.5% | +2.0% |
| 6M | +1.3% | +0.9% | +0.3% | +0.4% |
| YTD | +17.6% | -2.1% | +19.8% | +17.6% |
| 1Y | +37.2% | -9.5% | +46.7% | +41.1% |
| 3Y | +57.7% | +42.1% | +15.7% | +33.9% |
| 5Y | +106.3% | +41.4% | +64.9% | +71.7% |
| All | +195.5% | +220.6% | -25.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling