+103.4%
AMGN vs IFF
-35.8%
+139.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -13.7% | -3.2% | -10.5% | -13.2% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | +7.2% | +8.4% | -1.2% | +5.6% |
| 6M | +1.3% | +23.0% | -21.8% | -2.8% |
| YTD | +17.6% | +25.5% | -7.8% | +12.5% |
| 1Y | +37.2% | +29.1% | +8.1% | +30.4% |
| 3Y | +57.7% | +31.7% | +26.1% | +51.1% |
| All | +103.4% | -35.8% | +139.2% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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