+112.0%
AMGN vs PODD
-54.3%
+166.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -11.6% | -6.9% | -4.7% | -11.1% |
| 30D | -5.7% | -3.5% | -2.2% | -5.4% |
| 3M | +14.2% | -13.6% | +27.8% | +15.1% |
| 6M | +5.2% | -42.6% | +47.8% | +9.5% |
| YTD | +22.0% | -51.5% | +73.5% | +28.8% |
| 1Y | +43.6% | -60.9% | +104.5% | +54.2% |
| 3Y | +65.0% | -19.8% | +84.8% | +64.2% |
| 5Y | +112.0% | -54.4% | +166.4% | +119.2% |
| All | +112.0% | -54.3% | +166.3% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling