+158.5%
AMGN vs PH
+215.8%
-57.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.2% | +6.9% | -9.1% | -3.4% |
| 30D | +12.1% | +1.7% | +10.4% | +11.5% |
| 3M | +13.6% | -8.1% | +21.8% | +15.3% |
| 6M | +43.9% | +11.5% | +32.4% | +40.0% |
| YTD | +45.9% | +11.4% | +34.6% | +41.7% |
| 1Y | +42.1% | +14.1% | +28.0% | +37.3% |
| 3Y | +91.6% | +138.2% | -46.7% | +57.0% |
| 5Y | +158.5% | +216.0% | -57.5% | +97.7% |
| All | +158.5% | +215.8% | -57.3% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling