+37.2%
AMGN vs LEN
-41.0%
+78.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -13.7% | -4.8% | -8.9% | -12.8% |
| 30D | -8.8% | -6.6% | -2.2% | -7.6% |
| 3M | +7.2% | -15.7% | +22.9% | +10.1% |
| 6M | +1.3% | -16.6% | +17.9% | +3.6% |
| YTD | +17.6% | -21.3% | +39.0% | +20.4% |
| 1Y | +37.2% | -42.0% | +79.2% | +46.9% |
| All | +37.2% | -41.0% | +78.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling