+116.1%
AMGN vs PL
+40.9%
+75.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +1.1% | +10.0% | -8.9% | +0.9% |
| 30D | +9.3% | -2.3% | +11.5% | +9.3% |
| 3M | +12.1% | -44.2% | +56.3% | +13.3% |
| 6M | +40.3% | -66.1% | +106.4% | +42.8% |
| YTD | +45.2% | -30.0% | +75.2% | +44.7% |
| 1Y | +42.4% | +21.0% | +21.4% | +39.7% |
| 3Y | +91.0% | +516.5% | -425.5% | +74.7% |
| 5Y | +157.4% | +32.0% | +125.3% | +137.4% |
| All | +116.1% | +40.9% | +75.2% | +104.2% |
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