+60.4%
AMGN vs U
+6.4%
+54.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.1% | -3.8% | +4.9% | +1.1% |
| 30D | +7.8% | +17.5% | -9.6% | +7.9% |
| 3M | +27.3% | +38.7% | -11.5% | +27.3% |
| 6M | +16.8% | +104.4% | -87.6% | +16.5% |
| YTD | +36.3% | -5.7% | +42.0% | +40.3% |
| 1Y | +60.4% | +3.7% | +56.7% | +59.2% |
| All | +60.4% | +6.4% | +54.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling