+209.9%
AMGN vs RACE
+793.3%
-583.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.1% | -9.8% |
| 7D | -10.3% | -1.0% | -9.2% | -10.0% |
| 30D | -3.8% | -1.5% | -2.2% | -3.4% |
| 3M | +14.4% | +15.5% | -1.1% | +10.2% |
| 6M | +7.8% | +17.3% | -9.5% | +3.2% |
| YTD | +22.6% | +11.1% | +11.5% | +18.4% |
| 1Y | +44.2% | -14.3% | +58.5% | +47.9% |
| 3Y | +65.8% | +40.2% | +25.6% | +46.9% |
| 5Y | +108.0% | +92.6% | +15.4% | +65.3% |
| 10Y | +209.9% | +786.6% | -576.7% | +56.4% |
| All | +209.9% | +793.3% | -583.4% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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