+109.1%
AMGN vs IT
-46.1%
+155.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -13.9% | -12.7% | -1.2% | -12.2% |
| 30D | -7.1% | -8.9% | +1.7% | -5.9% |
| 3M | +13.9% | +10.1% | +3.8% | +11.9% |
| 6M | +3.2% | +7.3% | -4.0% | +1.3% |
| YTD | +19.2% | -32.4% | +51.6% | +25.2% |
| 1Y | +41.1% | -26.6% | +67.8% | +45.6% |
| 3Y | +61.3% | -51.8% | +113.1% | +78.7% |
| 5Y | +109.1% | -45.6% | +154.7% | +125.1% |
| All | +109.1% | -46.1% | +155.1% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling