+64,177.3%
AMGN vs IP
+327.4%
+63,849.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -2.9% |
| 7D | -0.1% | -5.0% | +4.9% | +1.1% |
| 30D | +14.3% | +6.5% | +7.8% | +12.6% |
| 3M | +13.5% | -18.0% | +31.6% | +18.6% |
| 6M | +41.5% | +10.3% | +31.2% | +37.4% |
| YTD | +43.5% | -9.9% | +53.4% | +44.7% |
| 1Y | +47.9% | -1.1% | +48.9% | +45.8% |
| 3Y | +86.6% | +13.0% | +73.6% | +72.9% |
| 5Y | +151.6% | -12.3% | +163.8% | +143.7% |
| 10Y | +358.1% | +26.8% | +331.2% | +290.2% |
| All | +64,177.3% | +327.4% | +63,849.9% | +33,827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling