+145.5%
AMGN vs OPEN
-88.5%
+234.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.5% | +9.3% | 0.0% |
| 7D | +1.5% | -31.0% | +32.5% | +2.2% |
| 30D | +13.1% | -41.5% | +54.6% | +14.2% |
| 3M | +12.9% | -64.6% | +77.5% | +15.1% |
| 6M | +40.8% | -73.8% | +114.5% | +44.0% |
| YTD | +45.6% | -78.8% | +124.4% | +49.3% |
| 1Y | +42.7% | -86.8% | +129.6% | +47.7% |
| 3Y | +91.2% | -40.6% | +131.8% | +85.4% |
| 5Y | +158.1% | -94.7% | +252.8% | +149.6% |
| All | +145.5% | -88.5% | +234.0% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 10y: compounded portfolio wealth divided by compounded OPEN 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…
10y analysis · Full analysis span regression · 6 months rolling