+4,059.4%
AMGN vs IRM
+9,964.6%
-5,905.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.8% | -8.1% | +15.9% | +9.6% |
| 3M | +27.3% | -9.7% | +36.9% | +29.5% |
| 6M | +16.8% | +10.0% | +6.8% | +13.8% |
| YTD | +36.3% | +43.0% | -6.7% | +25.4% |
| 1Y | +60.4% | +32.7% | +27.8% | +49.4% |
| 3Y | +86.3% | +102.7% | -16.4% | +56.2% |
| 5Y | +125.7% | +187.6% | -61.9% | +72.9% |
| 10Y | +247.0% | +420.1% | -173.1% | +126.1% |
| All | +4,059.4% | +9,964.6% | -5,905.2% | +1,513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling