+115.9%
AMGN vs PL
+46.6%
+69.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.5% | -13.5% | +0.8% |
| 7D | 0.0% | +10.9% | -10.9% | -0.3% |
| 30D | +12.1% | -16.4% | +28.5% | +12.4% |
| 3M | +13.9% | -39.9% | +53.8% | +14.9% |
| 6M | +42.1% | -63.2% | +105.3% | +44.5% |
| YTD | +45.0% | -27.1% | +72.2% | +44.4% |
| 1Y | +49.3% | +12.2% | +37.1% | +46.7% |
| 3Y | +92.8% | +584.3% | -491.5% | +75.9% |
| 5Y | +156.7% | +37.0% | +119.8% | +136.4% |
| All | +115.9% | +46.6% | +69.2% | +103.9% |
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