+9,472.3%
AMGN vs LIN
+9,840.7%
-368.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 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% | +31.1% |
| 1Y | +60.4% | +2.5% | +58.0% | +58.7% |
| 3Y | +86.3% | +27.6% | +58.7% | +72.4% |
| 5Y | +125.7% | +63.0% | +62.6% | +91.2% |
| 10Y | +247.0% | +359.3% | -112.3% | +115.3% |
| All | +9,472.3% | +9,840.7% | -368.4% | +3,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling