+1,010.3%
AMGN vs IWD
+726.5%
+283.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | +7.8% | +0.6% | +7.2% | +7.4% |
| 3M | +27.3% | +7.2% | +20.0% | +21.0% |
| 6M | +16.8% | +16.2% | +0.6% | +4.8% |
| YTD | +36.3% | +23.3% | +13.0% | +17.0% |
| 1Y | +60.4% | +29.6% | +30.9% | +33.0% |
| 3Y | +86.3% | +70.5% | +15.9% | +26.4% |
| 5Y | +125.7% | +73.5% | +52.2% | +48.9% |
| 10Y | +247.0% | +198.3% | +48.7% | +50.4% |
| All | +1,010.3% | +726.5% | +283.8% | +111.4% |
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