+103.4%
AMGN vs ITUB
+186.2%
-82.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -13.7% | +2.2% | -15.9% | -13.9% |
| 30D | -8.8% | +12.6% | -21.4% | -10.0% |
| 3M | +7.2% | +6.4% | +0.8% | +6.2% |
| 6M | +1.3% | +0.6% | +0.7% | +0.9% |
| YTD | +17.6% | +18.8% | -1.2% | +14.9% |
| 1Y | +37.2% | +31.0% | +6.2% | +32.5% |
| 3Y | +57.7% | +118.1% | -60.3% | +44.1% |
| All | +103.4% | +186.2% | -82.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling