+85.7%
AMGN vs U
-43.9%
+129.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | -13.9% | 0.0% | -13.9% | -13.9% |
| 30D | -7.1% | -4.1% | -3.0% | -7.0% |
| 3M | +13.9% | +57.8% | -43.9% | +12.4% |
| 6M | +3.2% | +103.5% | -100.3% | +1.0% |
| YTD | +19.2% | -4.8% | +24.0% | +19.0% |
| 1Y | +41.1% | -2.4% | +43.5% | +40.4% |
| 3Y | +61.3% | +11.7% | +49.6% | +56.7% |
| 5Y | +109.1% | -68.9% | +177.9% | +101.9% |
| All | +85.7% | -43.9% | +129.6% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling