+262.7%
AMGN vs IR
+288.5%
-25.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.8% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | +7.8% | -15.1% | +23.0% | +11.2% |
| 3M | +27.3% | +6.1% | +21.2% | +25.6% |
| 6M | +16.8% | -16.8% | +33.6% | +20.4% |
| YTD | +36.3% | -3.5% | +39.9% | +36.5% |
| 1Y | +60.4% | -3.5% | +63.9% | +60.5% |
| 3Y | +86.3% | +9.5% | +76.9% | +79.3% |
| 5Y | +125.7% | +45.1% | +80.6% | +103.1% |
| All | +262.7% | +288.5% | -25.8% | +173.3% |
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