+109.1%
AMGN vs LEN
-13.7%
+122.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.6% |
| 7D | -13.9% | -7.8% | -6.1% | -12.5% |
| 30D | -7.1% | -11.0% | +3.9% | -5.1% |
| 3M | +13.9% | -12.8% | +26.7% | +16.6% |
| 6M | +3.2% | -20.2% | +23.4% | +7.0% |
| YTD | +19.2% | -23.0% | +42.3% | +23.9% |
| 1Y | +41.1% | -41.8% | +83.0% | +53.8% |
| 3Y | +61.3% | -28.8% | +90.1% | +68.8% |
| 5Y | +109.1% | -12.6% | +121.7% | +109.3% |
| All | +109.1% | -13.7% | +122.7% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling