+296.3%
AMGN vs PR
+152.2%
+144.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.9% | -9.5% | +10.4% | +1.0% |
| 30D | +12.1% | -5.7% | +17.8% | +12.2% |
| 3M | +12.2% | +3.0% | +9.2% | +12.1% |
| 6M | +42.1% | +11.8% | +30.3% | +41.8% |
| YTD | +45.0% | +58.5% | -13.4% | +43.9% |
| 1Y | +47.7% | +69.9% | -22.2% | +46.5% |
| 3Y | +90.4% | +84.9% | +5.5% | +88.3% |
| 5Y | +154.9% | +246.4% | -91.5% | +149.8% |
| 10Y | +313.6% | +70.3% | +243.3% | +371.2% |
| All | +296.3% | +152.2% | +144.1% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling