+213.1%
AMGN vs IR
+271.1%
-58.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | -4.5% | -9.2% | -12.9% |
| 30D | -8.8% | -13.9% | +5.1% | -6.2% |
| 3M | +7.2% | -0.3% | +7.5% | +7.1% |
| 6M | +1.3% | -14.3% | +15.6% | +3.9% |
| YTD | +17.6% | -7.9% | +25.5% | +18.9% |
| 1Y | +37.2% | -9.9% | +47.1% | +39.1% |
| 3Y | +57.7% | +6.5% | +51.2% | +52.7% |
| 5Y | +106.3% | +34.0% | +72.2% | +88.6% |
| All | +213.1% | +271.1% | -58.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling