+128.1%
AMGN vs ROIV
+232.7%
-104.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | +1.1% | +0.6% | +0.5% | +1.1% |
| 30D | +7.8% | +1.0% | +6.9% | +7.7% |
| 3M | +27.3% | +18.3% | +9.0% | +25.9% |
| 6M | +16.8% | +18.3% | -1.5% | +15.5% |
| YTD | +36.3% | +61.0% | -24.7% | +32.3% |
| 1Y | +60.4% | +177.9% | -117.5% | +51.7% |
| 3Y | +86.3% | +199.1% | -112.7% | +74.6% |
| 5Y | +125.7% | +250.7% | -125.0% | +108.4% |
| All | +128.1% | +232.7% | -104.5% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling