+84.6%
AMGN vs IP
+13.9%
+70.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.2% | -5.1% | +3.9% | -0.4% |
| 30D | +11.5% | +8.5% | +2.9% | +10.1% |
| 3M | +14.4% | -13.8% | +28.2% | +16.9% |
| 6M | +40.9% | +5.7% | +35.2% | +39.5% |
| YTD | +43.5% | -9.1% | +52.7% | +44.7% |
| 1Y | +49.9% | -0.8% | +50.8% | +49.4% |
| 3Y | +84.6% | +14.8% | +69.8% | +80.4% |
| All | +84.6% | +13.9% | +70.7% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling