+325.7%
AMGN vs ROP
+185.2%
+140.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +9.3% | +28.8% | -19.5% | -1.6% |
| 3M | +12.1% | +21.1% | -9.0% | +3.3% |
| 6M | +40.3% | +52.5% | -12.3% | +16.6% |
| YTD | +45.2% | +8.9% | +36.3% | +38.6% |
| 1Y | +42.4% | +8.2% | +34.2% | +36.3% |
| 3Y | +91.0% | -5.2% | +96.2% | +92.0% |
| 5Y | +157.4% | +1.7% | +155.7% | +146.7% |
| All | +325.7% | +185.2% | +140.5% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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