+143.0%
AMGN vs ROIV
+276.5%
-133.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.1% | +1.7% | -0.5% | +1.0% |
| 30D | +9.3% | +17.6% | -8.3% | +8.4% |
| 3M | +12.1% | +9.0% | +3.1% | +11.4% |
| 6M | +40.3% | +35.3% | +5.0% | +37.5% |
| YTD | +45.2% | +82.2% | -37.0% | +39.8% |
| 1Y | +42.4% | +92.3% | -49.8% | +36.7% |
| 3Y | +91.0% | +336.8% | -245.8% | +77.0% |
| 5Y | +157.4% | +370.6% | -213.2% | +134.7% |
| All | +143.0% | +276.5% | -133.5% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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