+109.1%
AMGN vs PSX
+357.6%
-248.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.2% |
| 7D | -13.9% | +1.5% | -15.4% | -14.0% |
| 30D | -7.1% | +15.8% | -23.0% | -8.3% |
| 3M | +13.9% | +43.0% | -29.1% | +10.4% |
| 6M | +3.2% | +61.1% | -57.8% | -1.2% |
| YTD | +19.2% | +104.5% | -85.3% | +11.3% |
| 1Y | +41.1% | +102.5% | -61.4% | +31.7% |
| 3Y | +61.3% | +133.5% | -72.2% | +46.9% |
| 5Y | +109.1% | +367.0% | -257.9% | +82.7% |
| All | +109.1% | +357.6% | -248.5% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling