+112.0%
AMGN vs IR
+40.4%
+71.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.1% |
| 7D | -11.6% | -1.9% | -9.8% | -11.3% |
| 30D | -5.7% | -15.0% | +9.4% | -2.8% |
| 3M | +14.2% | -0.4% | +14.6% | +14.2% |
| 6M | +5.2% | -15.0% | +20.2% | +8.0% |
| YTD | +22.0% | -7.1% | +29.0% | +23.2% |
| 1Y | +43.6% | -7.5% | +51.2% | +45.1% |
| 3Y | +65.0% | +6.3% | +58.7% | +60.2% |
| 5Y | +112.0% | +37.3% | +74.7% | +93.9% |
| All | +112.0% | +40.4% | +71.7% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling