+109.1%
AMGN vs ROK
+44.8%
+64.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -13.9% | -1.6% | -12.3% | -13.6% |
| 30D | -7.1% | -5.4% | -1.7% | -6.3% |
| 3M | +13.9% | -4.0% | +17.9% | +14.3% |
| 6M | +3.2% | +13.3% | -10.1% | +0.4% |
| YTD | +19.2% | +9.3% | +9.9% | +16.4% |
| 1Y | +41.1% | +25.8% | +15.3% | +34.4% |
| 3Y | +61.3% | +49.1% | +12.2% | +46.7% |
| 5Y | +109.1% | +45.9% | +63.2% | +88.0% |
| All | +109.1% | +44.8% | +64.3% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling