+103.4%
AMGN vs RUN
-81.0%
+184.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -13.7% | -3.7% | -10.0% | -13.6% |
| 30D | -8.8% | -13.0% | +4.2% | -8.4% |
| 3M | +7.2% | -31.8% | +39.0% | +8.5% |
| 6M | +1.3% | -32.2% | +33.5% | +2.3% |
| YTD | +17.6% | -53.5% | +71.1% | +19.8% |
| 1Y | +37.2% | -46.5% | +83.7% | +38.8% |
| 3Y | +57.7% | -37.6% | +95.4% | +53.3% |
| All | +103.4% | -81.0% | +184.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling