+103.4%
AMGN vs RRX
+17.8%
+85.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.7% |
| 7D | -13.7% | -0.3% | -13.3% | -13.7% |
| 30D | -8.8% | -6.1% | -2.7% | -8.3% |
| 3M | +7.2% | -23.1% | +30.3% | +9.3% |
| 6M | +1.3% | -19.5% | +20.8% | +2.3% |
| YTD | +17.6% | +16.1% | +1.6% | +14.0% |
| 1Y | +37.2% | +12.9% | +24.2% | +33.0% |
| 3Y | +57.7% | +7.9% | +49.8% | +52.4% |
| All | +103.4% | +17.8% | +85.6% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling