+57.7%
AMGN vs ONON
-8.6%
+66.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -13.7% | -2.1% | -11.6% | -13.6% |
| 30D | -8.8% | -11.6% | +2.8% | -8.2% |
| 3M | +7.2% | -30.1% | +37.3% | +9.1% |
| 6M | +1.3% | -30.5% | +31.8% | +2.8% |
| YTD | +17.6% | -41.0% | +58.7% | +20.3% |
| 1Y | +37.2% | -36.7% | +73.9% | +39.7% |
| 3Y | +57.7% | -8.6% | +66.3% | +54.0% |
| All | +57.7% | -8.6% | +66.4% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling