+64,930.0%
AMGN vs LEN
+10,606.4%
+54,323.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | -5.8% | +6.9% | +2.0% |
| 30D | +9.3% | +13.7% | -4.4% | +7.1% |
| 3M | +12.1% | -3.9% | +16.0% | +12.5% |
| 6M | +40.3% | -0.4% | +40.6% | +39.8% |
| YTD | +45.2% | -16.8% | +62.0% | +47.9% |
| 1Y | +42.4% | -29.5% | +71.9% | +48.4% |
| 3Y | +91.0% | -25.6% | +116.6% | +95.6% |
| 5Y | +157.4% | -13.2% | +170.6% | +153.8% |
| 10Y | +321.0% | +138.5% | +182.5% | +243.3% |
| All | +64,930.0% | +10,606.4% | +54,323.6% | +26,196.5% |
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