+216.6%
AMGN vs PTC
+196.2%
+20.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | -11.6% | -13.6% | +1.9% | -9.4% |
| 30D | -5.7% | -14.7% | +9.0% | -3.1% |
| 3M | +14.2% | -5.9% | +20.1% | +14.8% |
| 6M | +5.2% | -21.1% | +26.3% | +8.9% |
| YTD | +22.0% | -26.0% | +48.0% | +27.5% |
| 1Y | +43.6% | -36.8% | +80.5% | +54.4% |
| 3Y | +65.0% | -10.3% | +75.3% | +64.4% |
| 5Y | +112.0% | +1.2% | +110.9% | +103.7% |
| 10Y | +216.6% | +198.3% | +18.3% | +130.8% |
| All | +216.6% | +196.2% | +20.4% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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