+54,805.5%
AMGN vs ROST
+69,900.9%
-15,095.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.7% | -10.0% |
| 7D | -10.3% | +0.2% | -10.5% | -10.3% |
| 30D | -3.8% | -10.0% | +6.2% | -2.1% |
| 3M | +14.4% | +1.2% | +13.2% | +14.1% |
| 6M | +7.8% | +8.9% | -1.1% | +6.1% |
| YTD | +22.6% | +28.1% | -5.5% | +17.4% |
| 1Y | +44.2% | +53.0% | -8.7% | +34.1% |
| 3Y | +65.8% | +97.9% | -32.1% | +46.9% |
| 5Y | +108.0% | +112.0% | -4.0% | +78.7% |
| 10Y | +209.9% | +303.0% | -93.1% | +132.7% |
| All | +54,805.5% | +69,900.9% | -15,095.4% | +20,479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling