+113.6%
AMGN vs PL
+28.1%
+85.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.3% | -0.2% |
| 7D | -1.2% | -6.8% | +5.6% | -1.1% |
| 30D | +11.5% | -29.3% | +40.8% | +12.2% |
| 3M | +14.4% | -44.8% | +59.2% | +15.6% |
| 6M | +40.9% | -68.4% | +109.3% | +43.7% |
| YTD | +43.5% | -36.4% | +79.9% | +43.3% |
| 1Y | +49.9% | +0.7% | +49.2% | +47.6% |
| 3Y | +84.6% | +455.3% | -370.7% | +69.2% |
| 5Y | +151.6% | +22.7% | +129.0% | +135.4% |
| All | +113.6% | +28.1% | +85.6% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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