+53,311.3%
AMGN vs PNR
+3,435.9%
+49,875.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.9% |
| 7D | -13.9% | -5.5% | -8.4% | -12.7% |
| 30D | -7.1% | -15.6% | +8.4% | -3.5% |
| 3M | +13.9% | -20.2% | +34.1% | +19.3% |
| 6M | +3.2% | -36.6% | +39.9% | +13.6% |
| YTD | +19.2% | -45.0% | +64.2% | +35.1% |
| 1Y | +41.1% | -47.4% | +88.6% | +61.5% |
| 3Y | +61.3% | -13.7% | +75.0% | +63.1% |
| 5Y | +109.1% | -20.8% | +129.9% | +111.6% |
| 10Y | +209.4% | +65.2% | +144.3% | +157.0% |
| All | +53,311.3% | +3,435.9% | +49,875.3% | +23,078.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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