+112.0%
AMGN vs PH
+251.4%
-139.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -11.6% | 0.0% | -11.7% | -11.6% |
| 30D | -5.7% | -10.3% | +4.6% | -3.6% |
| 3M | +14.2% | +5.1% | +9.2% | +12.7% |
| 6M | +5.2% | +2.3% | +2.9% | +4.2% |
| YTD | +22.0% | +8.7% | +13.3% | +19.3% |
| 1Y | +43.6% | +26.8% | +16.9% | +36.1% |
| 3Y | +65.0% | +139.2% | -74.2% | +35.5% |
| 5Y | +112.0% | +251.1% | -139.1% | +57.4% |
| All | +112.0% | +251.4% | -139.4% | +57.4% |
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