+323.5%
AMGN vs RACE
+658.9%
-335.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -1.2% | +5.1% | -6.3% | -2.4% |
| 30D | +11.5% | +7.7% | +3.8% | +9.5% |
| 3M | +14.4% | +2.2% | +12.2% | +13.7% |
| 6M | +40.9% | +23.8% | +17.2% | +33.3% |
| YTD | +43.5% | +13.9% | +29.6% | +37.8% |
| 1Y | +49.9% | +3.8% | +46.2% | +47.2% |
| 3Y | +84.6% | +28.0% | +56.6% | +68.2% |
| 5Y | +151.6% | +64.9% | +86.7% | +111.4% |
| 10Y | +358.2% | +780.4% | -422.2% | +145.0% |
| All | +323.5% | +658.9% | -335.3% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling