+130.8%
AMGN vs RY
+140.8%
-10.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +1.1% | +3.1% | -2.0% | +0.1% |
| 30D | +7.8% | -0.3% | +8.2% | +7.9% |
| 3M | +27.3% | +8.7% | +18.6% | +23.4% |
| 6M | +16.8% | +28.5% | -11.7% | +7.0% |
| YTD | +36.3% | +25.1% | +11.2% | +25.7% |
| 1Y | +60.4% | +46.3% | +14.1% | +39.9% |
| 3Y | +86.3% | +154.9% | -68.6% | +33.7% |
| All | +130.8% | +140.8% | -10.0% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling