+64,930.0%
AMGN vs PH
+25,056.5%
+39,873.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +4.3% | -3.2% | 0.0% |
| 30D | +9.3% | +0.1% | +9.1% | +8.9% |
| 3M | +12.1% | -9.4% | +21.5% | +14.6% |
| 6M | +40.3% | +8.8% | +31.5% | +36.3% |
| YTD | +45.2% | +9.6% | +35.6% | +40.4% |
| 1Y | +42.4% | +14.4% | +28.0% | +36.1% |
| 3Y | +91.0% | +134.5% | -43.5% | +48.0% |
| 5Y | +157.4% | +204.4% | -47.1% | +82.1% |
| 10Y | +321.0% | +697.3% | -376.3% | +116.3% |
| All | +64,930.0% | +25,056.5% | +39,873.4% | +13,683.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling