+325.7%
AMGN vs IP
+20.8%
+304.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +9.3% | +7.9% | +1.4% | +7.3% |
| 3M | +12.1% | -15.3% | +27.4% | +16.2% |
| 6M | +40.3% | +10.5% | +29.8% | +36.2% |
| YTD | +45.2% | -9.4% | +54.6% | +46.3% |
| 1Y | +42.4% | -4.6% | +47.1% | +41.7% |
| 3Y | +91.0% | +21.2% | +69.8% | +71.4% |
| 5Y | +157.4% | -13.3% | +170.7% | +150.0% |
| All | +325.7% | +20.8% | +304.8% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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