+195.5%
AMGN vs ITUB
+220.1%
-24.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -13.7% | +2.2% | -15.9% | -14.0% |
| 30D | -8.8% | +12.6% | -21.4% | -10.3% |
| 3M | +7.2% | +6.4% | +0.8% | +6.1% |
| 6M | +1.3% | +0.6% | +0.7% | +0.8% |
| YTD | +17.6% | +18.8% | -1.2% | +14.3% |
| 1Y | +37.2% | +31.0% | +6.2% | +31.5% |
| 3Y | +57.7% | +118.1% | -60.3% | +40.0% |
| 5Y | +106.3% | +193.0% | -86.8% | +72.1% |
| All | +195.5% | +220.1% | -24.6% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling