+59.9%
AMGN vs LEN
-28.8%
+88.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.5% |
| 7D | -13.9% | -7.8% | -6.1% | -12.3% |
| 30D | -7.1% | -11.0% | +3.9% | -4.7% |
| 3M | +13.9% | -12.8% | +26.7% | +17.1% |
| 6M | +3.2% | -20.2% | +23.4% | +7.8% |
| YTD | +19.2% | -23.0% | +42.3% | +24.6% |
| 1Y | +41.1% | -41.8% | +83.0% | +57.1% |
| All | +59.9% | -28.8% | +88.7% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling