+112.0%
AMGN vs ROP
-16.4%
+128.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -11.6% | -6.1% | -5.5% | -9.8% |
| 30D | -5.7% | -3.4% | -2.3% | -4.6% |
| 3M | +14.2% | +16.7% | -2.5% | +8.8% |
| 6M | +5.2% | +8.1% | -2.9% | +2.4% |
| YTD | +22.0% | -11.7% | +33.7% | +26.7% |
| 1Y | +43.6% | -24.2% | +67.9% | +57.5% |
| 3Y | +65.0% | -19.0% | +84.0% | +76.9% |
| 5Y | +112.0% | -15.9% | +127.9% | +117.2% |
| All | +112.0% | -16.4% | +128.5% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling