+1,081.5%
AMGN vs IWD
+745.6%
+335.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -0.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.9% |
| 30D | +12.1% | +3.6% | +8.6% | +9.4% |
| 3M | +13.9% | +2.3% | +11.5% | +12.1% |
| 6M | +42.1% | +13.0% | +29.1% | +30.1% |
| YTD | +45.0% | +26.2% | +18.9% | +22.6% |
| 1Y | +49.3% | +30.5% | +18.9% | +23.2% |
| 3Y | +92.8% | +86.2% | +6.5% | +22.8% |
| 5Y | +156.7% | +72.9% | +83.9% | +70.1% |
| 10Y | +328.1% | +205.0% | +123.1% | +82.6% |
| All | +1,081.5% | +745.6% | +335.9% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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