+112.0%
AMGN vs IRM
+190.5%
-78.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -11.6% | +3.0% | -14.7% | -12.1% |
| 30D | -5.7% | -5.2% | -0.5% | -4.9% |
| 3M | +14.2% | -8.0% | +22.2% | +15.6% |
| 6M | +5.2% | +9.2% | -4.0% | +2.8% |
| YTD | +22.0% | +41.0% | -19.0% | +13.4% |
| 1Y | +43.6% | +23.3% | +20.4% | +36.5% |
| 3Y | +65.0% | +102.8% | -37.8% | +38.8% |
| 5Y | +112.0% | +192.8% | -80.7% | +67.8% |
| All | +112.0% | +190.5% | -78.4% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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