+103.4%
AMGN vs INDA
+5.7%
+97.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -13.7% | -2.7% | -11.0% | -12.8% |
| 30D | -8.8% | -2.8% | -6.0% | -7.9% |
| 3M | +7.2% | +1.6% | +5.6% | +6.6% |
| 6M | +1.3% | -1.4% | +2.7% | +1.7% |
| YTD | +17.6% | -10.1% | +27.8% | +21.7% |
| 1Y | +37.2% | -8.8% | +45.9% | +41.2% |
| 3Y | +57.7% | +7.6% | +50.1% | +54.4% |
| All | +103.4% | +5.7% | +97.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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