+5,901.9%
AMGN vs IVZ
+973.1%
+4,928.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | +1.1% | +7.6% | -6.5% | -0.5% |
| 30D | +9.3% | +4.3% | +5.0% | +8.2% |
| 3M | +12.1% | -9.3% | +21.4% | +14.2% |
| 6M | +40.3% | +5.2% | +35.0% | +37.9% |
| YTD | +45.2% | +13.4% | +31.7% | +39.8% |
| 1Y | +42.4% | +25.4% | +17.1% | +34.0% |
| 3Y | +91.0% | +152.5% | -61.5% | +51.1% |
| 5Y | +157.4% | +36.7% | +120.7% | +125.9% |
| 10Y | +321.0% | +45.0% | +276.0% | +237.5% |
| All | +5,901.9% | +973.1% | +4,928.8% | +2,845.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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