+54,540.1%
AMGN vs TROW
+14,176.2%
+40,364.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | -11.6% | -1.5% | -10.1% | -11.3% |
| 30D | -5.7% | -5.3% | -0.4% | -4.3% |
| 3M | +14.2% | +2.9% | +11.3% | +13.2% |
| 6M | +5.2% | +22.2% | -17.0% | -0.3% |
| YTD | +22.0% | +8.1% | +13.9% | +18.9% |
| 1Y | +43.6% | +5.8% | +37.8% | +40.5% |
| 3Y | +65.0% | +14.0% | +51.0% | +56.2% |
| 5Y | +112.0% | -38.3% | +150.3% | +128.5% |
| 10Y | +216.6% | +131.7% | +84.9% | +137.6% |
| All | +54,540.1% | +14,176.2% | +40,364.0% | +13,968.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 all: compounded portfolio wealth divided by compounded TROW 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…
all analysis · Full analysis span regression · 6 months rolling