+112.0%
AMGN vs OPEN
-84.0%
+196.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | -11.6% | -2.9% | -8.7% | -11.6% |
| 30D | -5.7% | -13.8% | +8.1% | -5.4% |
| 3M | +14.2% | -30.9% | +45.1% | +14.9% |
| 6M | +5.2% | -40.9% | +46.1% | +6.1% |
| YTD | +22.0% | -48.5% | +70.5% | +23.2% |
| 1Y | +43.6% | -50.9% | +94.5% | +43.8% |
| 3Y | +65.0% | -20.6% | +85.6% | +56.4% |
| 5Y | +112.0% | -84.2% | +196.2% | +91.8% |
| All | +112.0% | -84.0% | +196.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling