+6.2%
AMGN vs INFQ
-6.9%
+13.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | -11.6% | +4.8% | -16.5% | -11.7% |
| 30D | -5.7% | +13.4% | -19.1% | -5.8% |
| 3M | +14.2% | -3.3% | +17.5% | +14.5% |
| 6M | +5.2% | +13.7% | -8.5% | +2.6% |
| All | +6.2% | -6.9% | +13.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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