+160.1%
AMGN vs IT
-42.2%
+202.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +9.3% | -1.8% | +11.1% | +9.4% |
| 3M | +12.1% | +4.8% | +7.3% | +11.0% |
| 6M | +40.3% | +33.0% | +7.3% | +33.2% |
| YTD | +45.2% | -23.8% | +69.0% | +49.5% |
| 1Y | +42.4% | -16.5% | +59.0% | +44.4% |
| 3Y | +91.0% | -53.6% | +144.7% | +112.8% |
| All | +160.1% | -42.2% | +202.4% | +180.9% |
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