+11,681.8%
AMGN vs IT
+5,645.5%
+6,036.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.4% | -2.7% | -8.8% |
| 7D | -10.3% | -9.1% | -1.1% | -8.7% |
| 30D | -3.8% | -7.0% | +3.2% | -2.6% |
| 3M | +14.4% | +7.6% | +6.8% | +12.1% |
| 6M | +7.8% | +2.1% | +5.7% | +5.9% |
| YTD | +22.6% | -31.6% | +54.2% | +28.2% |
| 1Y | +44.2% | -29.9% | +74.1% | +49.7% |
| 3Y | +65.8% | -51.3% | +117.1% | +80.7% |
| 5Y | +108.0% | -44.8% | +152.8% | +118.3% |
| 10Y | +209.9% | +91.4% | +118.5% | +154.2% |
| All | +11,681.8% | +5,645.5% | +6,036.3% | +5,983.4% |
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