+766.6%
AMGN vs PSX
+1,159.1%
-392.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.6% | -11.7% | -10.4% |
| 7D | -10.3% | +2.8% | -13.1% | -10.8% |
| 30D | -3.8% | +27.8% | -31.5% | -8.1% |
| 3M | +14.4% | +42.0% | -27.6% | +6.8% |
| 6M | +7.8% | +58.1% | -50.3% | -1.8% |
| YTD | +22.6% | +105.0% | -82.4% | +5.9% |
| 1Y | +44.2% | +104.9% | -60.7% | +24.3% |
| 3Y | +65.8% | +134.1% | -68.2% | +36.8% |
| 5Y | +108.0% | +363.8% | -255.9% | +43.3% |
| 10Y | +209.9% | +370.1% | -160.2% | +96.6% |
| All | +766.6% | +1,159.1% | -392.5% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling