+63.6%
AMGN vs IT
-52.2%
+115.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -11.6% | -9.1% | -2.5% | -10.4% |
| 30D | -5.7% | -12.2% | +6.5% | -3.9% |
| 3M | +14.2% | +7.8% | +6.4% | +12.5% |
| 6M | +5.2% | +2.0% | +3.2% | +4.0% |
| YTD | +22.0% | -32.7% | +54.7% | +29.4% |
| 1Y | +43.6% | -31.1% | +74.7% | +50.7% |
| All | +63.6% | -52.2% | +115.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling