+13,854.4%
AMGN vs IT
+6,296.6%
+7,557.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | +1.1% | +0.1% | +0.9% |
| 30D | +9.3% | -1.8% | +11.1% | +9.4% |
| 3M | +12.1% | +4.8% | +7.3% | +10.6% |
| 6M | +40.3% | +33.0% | +7.3% | +31.4% |
| YTD | +45.2% | -23.8% | +69.0% | +48.3% |
| 1Y | +42.4% | -16.5% | +59.0% | +43.1% |
| 3Y | +91.0% | -53.6% | +144.7% | +109.4% |
| 5Y | +157.4% | -42.1% | +199.5% | +167.0% |
| 10Y | +321.0% | +90.1% | +230.9% | +244.3% |
| All | +13,854.4% | +6,296.6% | +7,557.7% | +6,936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling