+109.6%
AMGN vs ONON
-24.2%
+133.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -11.6% | -3.5% | -8.2% | -11.5% |
| 30D | -5.7% | -30.8% | +25.1% | -4.2% |
| 3M | +14.2% | -29.8% | +44.0% | +15.9% |
| 6M | +5.2% | -34.8% | +40.0% | +6.9% |
| YTD | +22.0% | -42.3% | +64.2% | +24.5% |
| 1Y | +43.6% | -39.5% | +83.2% | +46.1% |
| 3Y | +65.0% | -9.3% | +74.3% | +63.4% |
| All | +109.6% | -24.2% | +133.8% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling