+112.0%
AMGN vs ONTO
+268.0%
-155.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -11.6% | +9.4% | -21.0% | -12.1% |
| 30D | -5.7% | -4.4% | -1.2% | -5.6% |
| 3M | +14.2% | +1.6% | +12.6% | +13.0% |
| 6M | +5.2% | +45.3% | -40.1% | +1.5% |
| YTD | +22.0% | +76.4% | -54.4% | +16.0% |
| 1Y | +43.6% | +167.2% | -123.5% | +32.7% |
| 3Y | +65.0% | +116.6% | -51.5% | +50.4% |
| 5Y | +112.0% | +263.7% | -151.7% | +82.2% |
| All | +112.0% | +268.0% | -155.9% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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