+216.6%
AMGN vs RY
+372.5%
-156.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | 0.0% |
| 7D | -11.6% | -0.5% | -11.1% | -11.4% |
| 30D | -5.7% | -1.9% | -3.8% | -5.0% |
| 3M | +14.2% | +5.1% | +9.1% | +11.6% |
| 6M | +5.2% | +28.2% | -23.0% | -5.6% |
| YTD | +22.0% | +22.9% | -0.9% | +11.3% |
| 1Y | +43.6% | +45.5% | -1.8% | +21.8% |
| 3Y | +65.0% | +156.7% | -91.7% | +8.6% |
| 5Y | +112.0% | +137.7% | -25.7% | +42.2% |
| 10Y | +216.6% | +375.5% | -159.0% | +49.6% |
| All | +216.6% | +372.5% | -156.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling