+313.6%
AMGN vs RACE
+740.2%
-426.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +12.1% | +6.6% | +5.5% | +10.4% |
| 3M | +12.2% | +2.2% | +10.0% | +11.5% |
| 6M | +42.1% | +22.4% | +19.8% | +34.7% |
| YTD | +45.0% | +13.8% | +31.3% | +39.2% |
| 1Y | +47.7% | +2.2% | +45.5% | +45.6% |
| 3Y | +90.4% | +25.6% | +64.8% | +73.8% |
| 5Y | +154.9% | +71.0% | +84.0% | +111.1% |
| 10Y | +313.6% | +739.1% | -425.5% | +130.8% |
| All | +313.6% | +740.2% | -426.6% | +130.8% |
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