+84.4%
AMGN vs IR
+10.2%
+74.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.8% |
| 7D | +1.1% | -2.8% | +3.9% | +1.7% |
| 30D | +7.8% | -15.1% | +23.0% | +11.5% |
| 3M | +27.3% | +6.1% | +21.2% | +25.5% |
| 6M | +16.8% | -16.8% | +33.6% | +20.6% |
| YTD | +36.3% | -3.5% | +39.9% | +36.9% |
| 1Y | +60.4% | -3.5% | +63.9% | +60.9% |
| All | +84.4% | +10.2% | +74.2% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling