+84.6%
AMGN vs RY
+155.6%
-71.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | +11.5% | +5.9% | +5.6% | +9.3% |
| 3M | +14.4% | -4.3% | +18.7% | +16.2% |
| 6M | +40.9% | +12.1% | +28.8% | +34.2% |
| YTD | +43.5% | +20.3% | +23.3% | +32.6% |
| 1Y | +49.9% | +41.0% | +8.9% | +29.0% |
| 3Y | +84.6% | +157.5% | -72.9% | +18.9% |
| All | +84.6% | +155.6% | -71.0% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling