+8,262.2%
AMGN vs ROP
+30,173.0%
-21,910.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +9.3% | +28.8% | -19.5% | +3.3% |
| 3M | +12.1% | +21.1% | -9.0% | +7.3% |
| 6M | +40.3% | +52.5% | -12.3% | +27.2% |
| YTD | +45.2% | +8.9% | +36.3% | +41.3% |
| 1Y | +42.4% | +8.2% | +34.2% | +38.8% |
| 3Y | +91.0% | -5.2% | +96.2% | +91.1% |
| 5Y | +157.4% | +1.7% | +155.7% | +152.0% |
| 10Y | +321.0% | +185.4% | +135.6% | +233.2% |
| All | +8,262.2% | +30,173.0% | -21,910.8% | +3,817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling