+47.7%
AMGN vs ROIV
+101.7%
-54.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.3% |
| 3M | +13.9% | +11.9% | +2.0% | +13.5% |
| 6M | +42.1% | +42.4% | -0.3% | +35.1% |
| YTD | +45.0% | +87.4% | -42.4% | +30.3% |
| All | +47.7% | +101.7% | -54.0% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling