+243.7%
AMGN vs RUN
-31.9%
+275.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.1% | +1.3% | -0.1% | +1.0% |
| 30D | +7.8% | -15.3% | +23.1% | +8.7% |
| 3M | +27.3% | -40.0% | +67.3% | +30.4% |
| 6M | +16.8% | -27.0% | +43.8% | +18.1% |
| YTD | +36.3% | -51.7% | +88.0% | +40.0% |
| 1Y | +60.4% | -45.9% | +106.3% | +63.1% |
| 3Y | +86.3% | -43.8% | +130.1% | +77.7% |
| 5Y | +125.7% | -80.5% | +206.1% | +121.8% |
| 10Y | +247.0% | +45.3% | +201.8% | +167.9% |
| All | +243.7% | -31.9% | +275.7% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling