+1,112.9%
AMGN vs PODD
+767.5%
+345.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +1.1% | +1.6% | -0.5% | +0.9% |
| 30D | +7.8% | +10.7% | -2.8% | +6.3% |
| 3M | +27.3% | +0.7% | +26.5% | +26.2% |
| 6M | +16.8% | -39.3% | +56.1% | +23.6% |
| YTD | +36.3% | -48.1% | +84.4% | +47.3% |
| 1Y | +60.4% | -57.4% | +117.9% | +77.7% |
| 3Y | +86.3% | -23.3% | +109.6% | +85.8% |
| 5Y | +125.7% | -51.3% | +176.9% | +133.6% |
| 10Y | +247.0% | +242.0% | +5.0% | +157.2% |
| All | +1,112.9% | +767.5% | +345.4% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling