+103.4%
AMGN vs JHX
-27.7%
+131.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -13.7% | -6.3% | -7.4% | -13.1% |
| 30D | -8.8% | -7.7% | -1.1% | -8.1% |
| 3M | +7.2% | +19.2% | -12.0% | +5.2% |
| 6M | +1.3% | +38.3% | -37.0% | -2.4% |
| YTD | +17.6% | +37.2% | -19.6% | +13.3% |
| 1Y | +37.2% | +42.3% | -5.1% | +31.3% |
| 3Y | +57.7% | -4.4% | +62.1% | +53.1% |
| All | +103.4% | -27.7% | +131.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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