+195.5%
AMGN vs PSX
+386.4%
-190.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -13.7% | +1.7% | -15.4% | -13.9% |
| 30D | -8.8% | +15.6% | -24.4% | -10.9% |
| 3M | +7.2% | +46.5% | -39.3% | +0.8% |
| 6M | +1.3% | +55.0% | -53.7% | -6.0% |
| YTD | +17.6% | +105.3% | -87.6% | +4.1% |
| 1Y | +37.2% | +101.6% | -64.4% | +21.4% |
| 3Y | +57.7% | +134.1% | -76.4% | +34.2% |
| 5Y | +106.3% | +368.7% | -262.4% | +50.4% |
| All | +195.5% | +386.4% | -190.9% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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