+65.7%
AMGN vs RVMD
+244.4%
-178.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.5% |
| 7D | +5.9% | +5.8% | +0.1% | +5.5% |
| 30D | +18.7% | -3.8% | +22.6% | +18.9% |
| 3M | +23.4% | +3.2% | +20.2% | +23.1% |
| 6M | +49.7% | +35.0% | +14.7% | +47.3% |
| YTD | +49.2% | +150.7% | -101.5% | +36.7% |
| 1Y | +65.7% | +241.0% | -175.2% | +41.7% |
| All | +65.7% | +244.4% | -178.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling