+216.6%
AMGN vs P
+694.3%
-477.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.2% |
| 7D | -11.6% | +5.0% | -16.7% | -12.0% |
| 30D | -5.7% | -0.9% | -4.7% | -5.8% |
| 3M | +14.2% | +38.7% | -24.4% | +10.8% |
| 6M | +5.2% | +54.4% | -49.2% | +0.5% |
| YTD | +22.0% | +44.8% | -22.9% | +16.8% |
| 1Y | +43.6% | +22.5% | +21.1% | +38.4% |
| 3Y | +65.0% | +148.2% | -83.2% | +42.7% |
| 5Y | +112.0% | +268.9% | -156.9% | +70.1% |
| 10Y | +216.6% | +696.9% | -480.3% | +119.6% |
| All | +216.6% | +694.3% | -477.7% | +119.6% |
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