+142.7%
AMGN vs ROIV
+287.3%
-144.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | 0.0% | +13.3% | -13.4% | -0.7% |
| 30D | +12.1% | +14.8% | -2.6% | +11.4% |
| 3M | +13.9% | +11.9% | +2.0% | +13.0% |
| 6M | +42.1% | +42.4% | -0.3% | +38.9% |
| YTD | +45.0% | +87.4% | -42.4% | +39.5% |
| 1Y | +49.3% | +97.2% | -47.9% | +43.2% |
| 3Y | +92.8% | +375.7% | -282.9% | +78.1% |
| 5Y | +156.7% | +379.0% | -222.3% | +133.8% |
| All | +142.7% | +287.3% | -144.6% | +120.6% |
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