+42.7%
AMGN vs IP
-7.8%
+50.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +1.5% | -0.9% | +2.3% | +1.6% |
| 30D | +13.1% | +6.7% | +6.4% | +11.8% |
| 3M | +12.9% | -16.6% | +29.4% | +16.5% |
| 6M | +40.8% | +6.0% | +34.8% | +39.4% |
| YTD | +45.6% | -10.7% | +56.3% | +49.1% |
| 1Y | +42.7% | -6.7% | +49.4% | +43.6% |
| All | +42.7% | -7.8% | +50.6% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling