+54,540.2%
AMGN vs RRX
+3,824.6%
+50,715.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | -11.6% | -0.7% | -10.9% | -11.5% |
| 30D | -5.7% | -8.0% | +2.3% | -4.4% |
| 3M | +14.2% | -25.1% | +39.3% | +18.9% |
| 6M | +5.2% | -18.3% | +23.5% | +7.2% |
| YTD | +22.0% | +14.2% | +7.8% | +16.6% |
| 1Y | +43.6% | +13.0% | +30.6% | +36.9% |
| 3Y | +65.0% | +4.2% | +60.8% | +54.8% |
| 5Y | +112.0% | +17.9% | +94.2% | +90.0% |
| 10Y | +216.6% | +220.4% | -3.9% | +127.6% |
| All | +54,540.2% | +3,824.6% | +50,715.6% | +32,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling