+108.0%
AMGN vs ROIV
+316.9%
-208.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +18.8% | -28.8% | -10.9% |
| 7D | -10.3% | +20.2% | -30.4% | -11.2% |
| 30D | -3.8% | +14.1% | -17.9% | -4.5% |
| 3M | +14.4% | +45.6% | -31.2% | +11.9% |
| 6M | +7.8% | +44.1% | -36.3% | +5.4% |
| YTD | +22.6% | +91.2% | -68.6% | +17.9% |
| 1Y | +44.2% | +221.3% | -177.1% | +35.3% |
| 3Y | +65.8% | +229.2% | -163.4% | +54.2% |
| 5Y | +108.0% | +316.5% | -208.5% | +88.3% |
| All | +108.0% | +316.9% | -208.9% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling