+345.7%
AMGN vs LIN
+424.3%
-78.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +11.5% | +6.5% | +5.0% | +8.7% |
| 3M | +14.4% | +5.5% | +8.9% | +12.0% |
| 6M | +40.9% | +3.3% | +37.6% | +38.9% |
| YTD | +43.5% | +22.0% | +21.5% | +32.0% |
| 1Y | +49.9% | +25.7% | +24.2% | +36.2% |
| 3Y | +84.6% | +36.2% | +48.4% | +61.9% |
| 5Y | +151.6% | +66.1% | +85.6% | +99.3% |
| All | +345.7% | +424.3% | -78.6% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling