+41.1%
AMGN vs IR
-8.2%
+49.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -13.9% | -3.1% | -10.8% | -13.1% |
| 30D | -7.1% | -14.0% | +6.9% | -3.5% |
| 3M | +13.9% | +3.7% | +10.2% | +12.6% |
| 6M | +3.2% | -15.4% | +18.6% | +7.3% |
| YTD | +19.2% | -7.7% | +26.9% | +22.4% |
| 1Y | +41.1% | -8.8% | +50.0% | +45.9% |
| All | +41.1% | -8.2% | +49.3% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling