+287.5%
AMGN vs IR
+334.2%
-46.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.5% | +4.3% | -2.8% | +0.7% |
| 30D | +13.1% | +8.1% | +5.1% | +11.4% |
| 3M | +12.9% | +0.7% | +12.2% | +12.5% |
| 6M | +40.8% | +16.6% | +24.1% | +36.2% |
| YTD | +45.6% | +7.8% | +37.8% | +42.6% |
| 1Y | +42.7% | +9.9% | +32.8% | +39.2% |
| 3Y | +91.2% | +25.2% | +65.9% | +79.3% |
| 5Y | +158.1% | +46.8% | +111.4% | +131.9% |
| All | +287.5% | +334.2% | -46.7% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling