+65.7%
AMGN vs IRE
-97.6%
+163.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -23.2% | +27.0% | +3.5% |
| 7D | +5.9% | -46.8% | +52.7% | +5.3% |
| 30D | +18.7% | -75.5% | +94.2% | +17.5% |
| 3M | +23.4% | -79.4% | +102.8% | +22.1% |
| 6M | +49.7% | -91.3% | +141.0% | +48.4% |
| YTD | +49.2% | -90.8% | +140.0% | +45.1% |
| 1Y | +65.7% | -97.7% | +163.5% | +69.9% |
| All | +65.7% | -97.6% | +163.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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