+103.4%
AMGN vs RSG
+89.9%
+13.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -13.7% | 0.0% | -13.7% | -13.7% |
| 30D | -8.8% | +4.0% | -12.8% | -9.7% |
| 3M | +7.2% | +7.4% | -0.2% | +5.2% |
| 6M | +1.3% | +0.1% | +1.2% | +1.1% |
| YTD | +17.6% | +6.0% | +11.6% | +15.5% |
| 1Y | +37.2% | -3.0% | +40.1% | +37.8% |
| 3Y | +57.7% | +56.5% | +1.2% | +40.5% |
| All | +103.4% | +89.9% | +13.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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