+130.8%
AMGN vs IP
-17.2%
+148.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -1.9% |
| 7D | +1.1% | -5.3% | +6.4% | +1.9% |
| 30D | +7.8% | -10.9% | +18.7% | +9.7% |
| 3M | +27.3% | +11.2% | +16.1% | +25.0% |
| 6M | +16.8% | -10.2% | +27.1% | +18.0% |
| YTD | +36.3% | -2.0% | +38.3% | +35.8% |
| 1Y | +60.4% | -19.1% | +79.5% | +63.7% |
| 3Y | +86.3% | +20.9% | +65.5% | +76.6% |
| All | +130.8% | -17.2% | +148.0% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling