+130.8%
AMGN vs LIN
+61.6%
+69.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | +7.8% | -2.4% | +10.3% | +8.6% |
| 3M | +27.3% | -5.6% | +32.8% | +29.3% |
| 6M | +16.8% | -3.4% | +20.2% | +17.8% |
| YTD | +36.3% | +13.1% | +23.2% | +31.4% |
| 1Y | +60.4% | +2.5% | +58.0% | +58.8% |
| 3Y | +86.3% | +27.6% | +58.7% | +75.6% |
| All | +130.8% | +61.6% | +69.2% | +104.0% |
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