+113.8%
AMGN vs RVMD
+636.2%
-522.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -11.6% | -0.7% | -10.9% | -11.6% |
| 30D | -5.7% | +0.3% | -6.0% | -5.7% |
| 3M | +14.2% | +38.9% | -24.7% | +11.2% |
| 6M | +5.2% | +108.1% | -102.9% | -1.5% |
| YTD | +22.0% | +160.7% | -138.8% | +11.4% |
| 1Y | +43.6% | +407.3% | -363.6% | +23.9% |
| 3Y | +65.0% | +546.6% | -481.6% | +37.2% |
| 5Y | +112.0% | +579.8% | -467.8% | +71.2% |
| All | +113.8% | +636.2% | -522.4% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling