+8,306.0%
AMGN vs ROP
+30,029.2%
-21,723.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -2.2% | -2.9% | +0.8% | -1.5% |
| 30D | +12.1% | +30.1% | -17.9% | +5.7% |
| 3M | +13.6% | +19.9% | -6.2% | +9.0% |
| 6M | +43.9% | +46.0% | -2.1% | +31.8% |
| YTD | +45.9% | +8.4% | +37.6% | +42.2% |
| 1Y | +42.1% | +8.8% | +33.3% | +38.3% |
| 3Y | +91.6% | -5.6% | +97.2% | +91.9% |
| 5Y | +158.5% | +3.0% | +155.5% | +152.4% |
| 10Y | +323.2% | +184.0% | +139.2% | +235.3% |
| All | +8,306.0% | +30,029.2% | -21,723.2% | +3,841.8% |
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