+9,977.0%
AMGN vs LIN
+10,749.5%
-772.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -0.1% | +3.6% | -3.7% | -1.1% |
| 30D | +14.3% | +6.4% | +7.9% | +12.2% |
| 3M | +13.5% | +6.5% | +7.0% | +11.4% |
| 6M | +41.5% | +4.9% | +36.7% | +39.5% |
| YTD | +43.5% | +23.4% | +20.1% | +34.5% |
| 1Y | +47.9% | +26.3% | +21.6% | +37.7% |
| 3Y | +86.6% | +38.0% | +48.6% | +68.8% |
| 5Y | +151.6% | +68.0% | +83.6% | +111.4% |
| 10Y | +358.1% | +437.1% | -79.1% | +172.0% |
| All | +9,977.0% | +10,749.5% | -772.5% | +3,176.4% |
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