+60,958.4%
AMGN vs LEN
+10,533.4%
+50,425.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | +1.1% | -3.2% | +4.3% | +1.6% |
| 30D | +7.8% | -4.9% | +12.7% | +8.6% |
| 3M | +27.3% | -8.5% | +35.7% | +28.7% |
| 6M | +16.8% | -20.7% | +37.5% | +20.4% |
| YTD | +36.3% | -17.4% | +53.7% | +39.3% |
| 1Y | +60.4% | -38.2% | +98.7% | +70.5% |
| 3Y | +86.3% | -24.9% | +111.2% | +90.7% |
| 5Y | +125.7% | -11.4% | +137.1% | +122.2% |
| 10Y | +247.0% | +110.0% | +137.0% | +188.4% |
| All | +60,958.4% | +10,533.4% | +50,425.0% | +24,662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling