+844.8%
AMGN vs JHX
+2,243.5%
-1,398.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -13.7% | -6.3% | -7.4% | -12.9% |
| 30D | -8.8% | -7.7% | -1.1% | -7.8% |
| 3M | +7.2% | +19.2% | -12.0% | +4.5% |
| 6M | +1.3% | +38.3% | -37.0% | -3.7% |
| YTD | +17.6% | +37.2% | -19.6% | +11.7% |
| 1Y | +37.2% | +42.3% | -5.1% | +29.2% |
| 3Y | +57.7% | -4.4% | +62.1% | +51.6% |
| 5Y | +106.3% | -26.4% | +132.6% | +102.2% |
| 10Y | +205.3% | +106.3% | +99.0% | +148.7% |
| All | +844.8% | +2,243.5% | -1,398.7% | +565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling