+60,958.4%
AMGN vs ROK
+15,847.2%
+45,111.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +7.8% | -3.3% | +11.1% | +8.6% |
| 3M | +27.3% | -5.9% | +33.1% | +28.6% |
| 6M | +16.8% | +13.9% | +3.0% | +12.4% |
| YTD | +36.3% | +12.6% | +23.7% | +31.1% |
| 1Y | +60.4% | +28.6% | +31.8% | +49.2% |
| 3Y | +86.3% | +45.1% | +41.2% | +64.3% |
| 5Y | +125.7% | +45.6% | +80.1% | +94.1% |
| 10Y | +247.0% | +345.0% | -98.0% | +116.6% |
| All | +60,958.4% | +15,847.2% | +45,111.1% | +13,953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling