+706.3%
AMGN vs ICE
+2,331.7%
-1,625.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +7.8% | +7.6% | +0.2% | +6.3% |
| 3M | +27.3% | +13.9% | +13.3% | +23.9% |
| 6M | +16.8% | -2.4% | +19.2% | +17.0% |
| YTD | +36.3% | +0.3% | +36.1% | +35.6% |
| 1Y | +60.4% | -6.4% | +66.8% | +61.6% |
| 3Y | +86.3% | +43.1% | +43.2% | +72.6% |
| 5Y | +125.7% | +42.1% | +83.6% | +107.5% |
| 10Y | +247.0% | +220.9% | +26.1% | +175.8% |
| All | +706.3% | +2,331.7% | -1,625.5% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling