+84.7%
AMGN vs S
-56.9%
+141.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.3% |
| 7D | -13.9% | +0.1% | -13.9% | -13.9% |
| 30D | -7.1% | -11.8% | +4.7% | -7.0% |
| 3M | +13.9% | +33.9% | -20.0% | +13.2% |
| 6M | +3.2% | +40.1% | -36.9% | +2.4% |
| YTD | +19.2% | +32.1% | -12.8% | +18.3% |
| 1Y | +41.1% | +11.0% | +30.1% | +40.5% |
| 3Y | +61.3% | +16.9% | +44.4% | +60.5% |
| 5Y | +109.1% | -68.9% | +178.0% | +107.2% |
| All | +84.7% | -56.9% | +141.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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