+158.1%
AMGN vs PR
+269.8%
-111.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +1.5% | +6.7% | -5.2% | +1.3% |
| 30D | +13.1% | -6.1% | +19.3% | +13.3% |
| 3M | +12.9% | +6.9% | +6.0% | +12.5% |
| 6M | +40.8% | +14.6% | +26.1% | +39.8% |
| YTD | +45.6% | +66.1% | -20.5% | +41.9% |
| 1Y | +42.7% | +77.0% | -34.3% | +38.7% |
| 3Y | +91.2% | +93.8% | -2.7% | +84.0% |
| 5Y | +158.1% | +268.2% | -110.1% | +141.6% |
| All | +158.1% | +269.8% | -111.6% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling