+65.7%
AMGN vs PODD
-48.3%
+114.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.8% | +3.2% |
| 7D | +5.9% | +10.8% | -4.9% | +5.1% |
| 30D | +18.7% | +21.7% | -2.9% | +17.0% |
| 3M | +23.4% | -1.1% | +24.5% | +22.7% |
| 6M | +49.7% | -3.7% | +53.4% | +49.2% |
| YTD | +49.2% | -41.9% | +91.1% | +61.8% |
| 1Y | +65.7% | -48.5% | +114.2% | +81.9% |
| All | +65.7% | -48.3% | +114.1% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 1y: compounded portfolio wealth divided by compounded PODD 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…
1y analysis · Full analysis span regression · 6 months rolling