+130.8%
AMGN vs RF
+89.8%
+41.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +7.8% | -3.6% | +11.4% | +8.5% |
| 3M | +27.3% | +8.1% | +19.2% | +25.4% |
| 6M | +16.8% | +11.5% | +5.4% | +14.4% |
| YTD | +36.3% | +15.6% | +20.7% | +32.4% |
| 1Y | +60.4% | +15.7% | +44.7% | +55.6% |
| 3Y | +86.3% | +86.9% | -0.5% | +64.7% |
| All | +130.8% | +89.8% | +41.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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