+142.7%
AMGN vs ROIV
+292.3%
-149.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.9% | +14.3% | -13.4% | +0.2% |
| 30D | +12.1% | +16.2% | -4.1% | +11.3% |
| 3M | +12.2% | +15.1% | -3.0% | +11.2% |
| 6M | +42.1% | +44.2% | -2.1% | +38.8% |
| YTD | +45.0% | +89.8% | -44.8% | +39.4% |
| 1Y | +47.7% | +94.6% | -46.8% | +41.7% |
| 3Y | +90.4% | +367.5% | -277.1% | +75.9% |
| 5Y | +154.9% | +421.4% | -266.5% | +131.5% |
| All | +142.7% | +292.3% | -149.6% | +120.5% |
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