+313.6%
AMGN vs P
+691.2%
-377.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.9% | -13.3% | +14.2% | +1.7% |
| 30D | +12.1% | -34.0% | +46.1% | +15.0% |
| 3M | +12.2% | +4.1% | +8.1% | +10.9% |
| 6M | +42.1% | +30.5% | +11.7% | +37.3% |
| YTD | +45.0% | +52.2% | -7.1% | +37.7% |
| 1Y | +47.7% | +10.3% | +37.4% | +43.2% |
| 3Y | +90.4% | +180.9% | -90.4% | +62.2% |
| 5Y | +154.9% | +259.7% | -104.8% | +105.7% |
| 10Y | +313.6% | +652.6% | -339.0% | +189.8% |
| All | +313.6% | +691.2% | -377.6% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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