+108.0%
AMGN vs SPGI
+5.8%
+102.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.2% | -6.9% | -9.4% |
| 7D | -10.3% | -2.5% | -7.8% | -9.8% |
| 30D | -3.8% | +5.4% | -9.2% | -4.7% |
| 3M | +14.4% | +9.0% | +5.3% | +12.1% |
| 6M | +7.8% | +0.8% | +7.1% | +7.3% |
| YTD | +22.6% | -12.6% | +35.1% | +25.5% |
| 1Y | +44.2% | -16.1% | +60.3% | +49.0% |
| 3Y | +65.8% | +19.0% | +46.8% | +57.7% |
| 5Y | +108.0% | +5.1% | +102.9% | +95.8% |
| All | +108.0% | +5.8% | +102.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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