+65.7%
AMGN vs PH
+20.3%
+45.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +4.2% |
| 7D | +5.9% | -0.2% | +6.1% | +5.8% |
| 30D | +18.7% | -6.7% | +25.4% | +19.7% |
| 3M | +23.4% | -8.1% | +31.5% | +24.4% |
| 6M | +49.7% | +5.3% | +44.4% | +45.2% |
| YTD | +49.2% | +4.2% | +45.0% | +45.6% |
| 1Y | +65.7% | +19.3% | +46.4% | +60.5% |
| All | +65.7% | +20.3% | +45.4% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling