+302.2%
AMGN vs RACE
+647.6%
-345.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.1% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | +7.8% | +0.8% | +7.1% | +7.6% |
| 3M | +27.3% | +17.2% | +10.1% | +22.2% |
| 6M | +16.8% | +13.6% | +3.2% | +12.7% |
| YTD | +36.3% | +12.2% | +24.1% | +31.4% |
| 1Y | +60.4% | -16.3% | +76.7% | +65.3% |
| 3Y | +86.3% | +36.4% | +49.9% | +66.9% |
| 5Y | +125.7% | +95.0% | +30.7% | +80.3% |
| 10Y | +247.0% | +813.2% | -566.2% | +84.1% |
| All | +302.2% | +647.6% | -345.4% | +105.2% |
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