+216.3%
AMGN vs INVH
+75.4%
+140.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -3.0% | -10.7% | -12.9% |
| 30D | -8.8% | -7.5% | -1.3% | -6.6% |
| 3M | +7.2% | -5.5% | +12.7% | +9.0% |
| 6M | +1.3% | +11.7% | -10.4% | -2.2% |
| YTD | +17.6% | +1.3% | +16.3% | +16.7% |
| 1Y | +37.2% | -6.1% | +43.2% | +39.1% |
| 3Y | +57.7% | -9.8% | +67.5% | +60.6% |
| 5Y | +106.3% | -19.7% | +125.9% | +114.5% |
| All | +216.3% | +75.4% | +140.9% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling