+146.1%
AMGN vs OPEN
-87.3%
+233.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.5% |
| 7D | -2.2% | -31.1% | +28.9% | -1.5% |
| 30D | +12.1% | -34.7% | +46.8% | +12.9% |
| 3M | +13.6% | -61.9% | +75.5% | +15.7% |
| 6M | +43.9% | -71.9% | +115.8% | +47.1% |
| YTD | +45.9% | -76.6% | +122.5% | +49.4% |
| 1Y | +42.1% | -83.9% | +126.0% | +46.5% |
| 3Y | +91.6% | -34.4% | +126.0% | +85.5% |
| 5Y | +158.5% | -93.9% | +252.5% | +149.4% |
| All | +146.1% | -87.3% | +233.4% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling