+60,958.4%
AMGN vs IP
+364.8%
+60,593.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -2.1% |
| 7D | +1.1% | -5.3% | +6.4% | +2.3% |
| 30D | +7.8% | -10.9% | +18.7% | +10.6% |
| 3M | +27.3% | +11.2% | +16.1% | +23.6% |
| 6M | +16.8% | -10.2% | +27.1% | +18.4% |
| YTD | +36.3% | -2.0% | +38.3% | +34.9% |
| 1Y | +60.4% | -19.1% | +79.5% | +65.2% |
| 3Y | +86.3% | +20.9% | +65.5% | +70.1% |
| 5Y | +125.7% | -17.8% | +143.5% | +122.2% |
| 10Y | +247.0% | +23.5% | +223.5% | +197.5% |
| All | +60,958.4% | +364.8% | +60,593.6% | +31,536.5% |
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