+60,958.4%
AMGN vs PH
+25,185.5%
+35,772.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.1% | -3.1% | +4.2% | +1.9% |
| 30D | +7.8% | -3.2% | +11.1% | +8.6% |
| 3M | +27.3% | +10.6% | +16.7% | +23.5% |
| 6M | +16.8% | -2.1% | +19.0% | +16.9% |
| YTD | +36.3% | +10.2% | +26.1% | +32.1% |
| 1Y | +60.4% | +28.2% | +32.2% | +49.0% |
| 3Y | +86.3% | +134.9% | -48.5% | +44.5% |
| 5Y | +125.7% | +253.6% | -128.0% | +53.5% |
| 10Y | +247.0% | +804.7% | -557.7% | +72.9% |
| All | +60,958.4% | +25,185.5% | +35,772.9% | +12,865.2% |
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