+195.5%
AMGN vs ROK
+357.9%
-162.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | -13.7% | -1.2% | -12.4% | -13.4% |
| 30D | -8.8% | -4.8% | -4.0% | -7.7% |
| 3M | +7.2% | -6.1% | +13.3% | +8.4% |
| 6M | +1.3% | +15.5% | -14.2% | -3.0% |
| YTD | +17.6% | +11.2% | +6.5% | +13.4% |
| 1Y | +37.2% | +23.8% | +13.3% | +28.6% |
| 3Y | +57.7% | +53.1% | +4.6% | +36.9% |
| 5Y | +106.3% | +48.3% | +58.0% | +76.7% |
| All | +195.5% | +357.9% | -162.4% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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