+209.1%
AMGN vs RUN
-29.4%
+238.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.7% | -13.8% | -10.3% |
| 7D | -10.3% | +10.2% | -20.4% | -10.8% |
| 30D | -3.8% | -9.6% | +5.8% | -3.3% |
| 3M | +14.4% | -31.5% | +45.9% | +16.4% |
| 6M | +7.8% | -18.7% | +26.5% | +8.4% |
| YTD | +22.6% | -49.9% | +72.5% | +25.6% |
| 1Y | +44.2% | -45.5% | +89.7% | +46.5% |
| 3Y | +65.8% | -34.1% | +99.9% | +56.7% |
| 5Y | +108.0% | -79.4% | +187.4% | +103.7% |
| 10Y | +209.9% | +48.9% | +160.9% | +138.9% |
| All | +209.1% | -29.4% | +238.5% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RUN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling