+323.2%
AMGN vs PR
+72.8%
+250.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | +0.6% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +12.1% | -4.6% | +16.7% | +12.1% |
| 3M | +13.6% | +4.7% | +9.0% | +13.5% |
| 6M | +43.9% | +12.4% | +31.5% | +43.6% |
| YTD | +45.9% | +62.9% | -16.9% | +44.7% |
| 1Y | +42.1% | +70.6% | -28.4% | +40.9% |
| 3Y | +91.6% | +90.0% | +1.6% | +89.3% |
| 5Y | +158.5% | +255.5% | -97.0% | +152.9% |
| 10Y | +323.2% | +78.7% | +244.5% | +386.6% |
| All | +323.2% | +72.8% | +250.4% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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