+64,930.0%
AMGN vs RRC
+1,510.8%
+63,419.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.1% | +6.4% | -5.2% | +0.7% |
| 30D | +9.3% | +23.9% | -14.6% | +7.5% |
| 3M | +12.1% | +30.2% | -18.1% | +9.8% |
| 6M | +40.3% | +26.3% | +14.0% | +37.5% |
| YTD | +45.2% | +48.1% | -2.9% | +40.6% |
| 1Y | +42.4% | +37.7% | +4.8% | +38.6% |
| 3Y | +91.0% | +60.3% | +30.7% | +82.6% |
| 5Y | +157.4% | +135.3% | +22.1% | +134.4% |
| 10Y | +321.0% | +73.3% | +247.7% | +261.1% |
| All | +64,930.0% | +1,510.8% | +63,419.2% | +46,835.0% |
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