+130.8%
AMGN vs RACE
+93.6%
+37.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.2% |
| 7D | +1.1% | -2.5% | +3.6% | +1.5% |
| 30D | +7.8% | +0.8% | +7.1% | +7.6% |
| 3M | +27.3% | +17.2% | +10.1% | +23.6% |
| 6M | +16.8% | +13.6% | +3.2% | +13.8% |
| YTD | +36.3% | +12.2% | +24.1% | +32.8% |
| 1Y | +60.4% | -16.3% | +76.7% | +63.7% |
| 3Y | +86.3% | +36.4% | +49.9% | +74.7% |
| All | +130.8% | +93.6% | +37.2% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling