+112.0%
AMGN vs ROL
-6.0%
+118.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -11.6% | -3.3% | -8.4% | -11.0% |
| 30D | -5.7% | -7.2% | +1.6% | -4.3% |
| 3M | +14.2% | -27.0% | +41.2% | +20.8% |
| 6M | +5.2% | -39.5% | +44.7% | +15.2% |
| YTD | +22.0% | -41.8% | +63.8% | +34.2% |
| 1Y | +43.6% | -38.9% | +82.5% | +56.4% |
| 3Y | +65.0% | -0.4% | +65.4% | +65.8% |
| 5Y | +112.0% | -4.2% | +116.3% | +108.2% |
| All | +112.0% | -6.0% | +118.0% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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