+323.2%
AMGN vs LIN
+418.8%
-95.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +12.1% | +8.0% | +4.1% | +8.7% |
| 3M | +13.6% | +7.7% | +6.0% | +10.3% |
| 6M | +43.9% | +5.1% | +38.9% | +41.0% |
| YTD | +45.9% | +24.7% | +21.2% | +33.1% |
| 1Y | +42.1% | +25.1% | +17.1% | +29.4% |
| 3Y | +91.6% | +36.8% | +54.7% | +67.7% |
| 5Y | +158.5% | +67.9% | +90.7% | +104.3% |
| 10Y | +323.2% | +427.2% | -104.0% | +102.5% |
| All | +323.2% | +418.8% | -95.6% | +102.5% |
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