+871.3%
AMGN vs IJH
+1,045.0%
-173.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -13.9% | -2.5% | -11.4% | -12.5% |
| 30D | -7.1% | -5.0% | -2.1% | -4.1% |
| 3M | +13.9% | +0.5% | +13.4% | +13.5% |
| 6M | +3.2% | +8.2% | -5.0% | -1.9% |
| YTD | +19.2% | +12.5% | +6.8% | +10.6% |
| 1Y | +41.1% | +14.4% | +26.8% | +29.4% |
| 3Y | +61.3% | +49.5% | +11.8% | +23.3% |
| 5Y | +109.1% | +47.8% | +61.3% | +56.0% |
| 10Y | +209.4% | +180.4% | +29.0% | +42.8% |
| All | +871.3% | +1,045.0% | -173.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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