+195.5%
AMGN vs PH
+820.2%
-624.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.8% |
| 7D | -13.7% | -1.3% | -12.4% | -13.4% |
| 30D | -8.8% | -11.0% | +2.2% | -6.1% |
| 3M | +7.2% | +5.5% | +1.7% | +5.4% |
| 6M | +1.3% | +1.5% | -0.2% | +0.4% |
| YTD | +17.6% | +8.8% | +8.9% | +14.4% |
| 1Y | +37.2% | +24.5% | +12.7% | +28.5% |
| 3Y | +57.7% | +141.2% | -83.4% | +21.4% |
| 5Y | +106.3% | +256.3% | -150.0% | +39.1% |
| All | +195.5% | +820.2% | -624.6% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling