+60,958.4%
AMGN vs RRC
+1,202.2%
+59,756.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | +7.8% | +10.1% | -2.3% | +7.1% |
| 3M | +27.3% | +4.0% | +23.2% | +26.8% |
| 6M | +16.8% | +1.6% | +15.2% | +16.5% |
| YTD | +36.3% | +19.7% | +16.6% | +34.3% |
| 1Y | +60.4% | +21.4% | +39.0% | +57.7% |
| 3Y | +86.3% | +29.7% | +56.7% | +81.0% |
| 5Y | +125.7% | +153.9% | -28.2% | +104.3% |
| 10Y | +247.0% | +10.8% | +236.2% | +207.7% |
| All | +60,958.4% | +1,202.2% | +59,756.2% | +44,733.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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