+54,540.1%
AMGN vs ITW
+9,371.1%
+45,169.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.1% |
| 7D | -11.6% | -1.9% | -9.8% | -11.0% |
| 30D | -5.7% | -10.4% | +4.7% | -2.0% |
| 3M | +14.2% | +3.5% | +10.7% | +12.8% |
| 6M | +5.2% | -3.4% | +8.6% | +6.3% |
| YTD | +22.0% | +8.5% | +13.5% | +18.2% |
| 1Y | +43.6% | +3.2% | +40.4% | +41.4% |
| 3Y | +65.0% | +18.9% | +46.1% | +53.7% |
| 5Y | +112.0% | +35.0% | +77.0% | +85.7% |
| 10Y | +216.6% | +188.6% | +27.9% | +107.9% |
| All | +54,540.1% | +9,371.1% | +45,169.1% | +12,350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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