+154.9%
AMGN vs LIN
+65.3%
+89.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | +2.0% | -1.1% | +0.3% |
| 30D | +12.1% | +7.9% | +4.3% | +9.6% |
| 3M | +12.2% | +6.3% | +5.9% | +10.1% |
| 6M | +42.1% | +6.5% | +35.7% | +39.4% |
| YTD | +45.0% | +23.6% | +21.5% | +36.2% |
| 1Y | +47.7% | +25.7% | +22.0% | +38.1% |
| 3Y | +90.4% | +35.6% | +54.8% | +76.0% |
| 5Y | +154.9% | +65.9% | +89.1% | +126.7% |
| All | +154.9% | +65.3% | +89.6% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling