+109.1%
AMGN vs PWR
+440.5%
-331.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -13.9% | -0.2% | -13.7% | -13.9% |
| 30D | -7.1% | -7.7% | +0.6% | -6.7% |
| 3M | +13.9% | -4.9% | +18.8% | +14.0% |
| 6M | +3.2% | +9.7% | -6.5% | +1.8% |
| YTD | +19.2% | +46.7% | -27.4% | +14.7% |
| 1Y | +41.1% | +58.7% | -17.6% | +34.8% |
| 3Y | +61.3% | +200.7% | -139.4% | +41.8% |
| 5Y | +109.1% | +438.6% | -329.5% | +70.4% |
| All | +109.1% | +440.5% | -331.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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