+65.8%
AMGN vs U
+11.6%
+54.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.6% | -12.7% | -10.2% |
| 7D | -10.3% | +4.5% | -14.7% | -10.4% |
| 30D | -3.8% | -0.6% | -3.2% | -3.8% |
| 3M | +14.4% | +48.4% | -34.1% | +12.3% |
| 6M | +7.8% | +115.4% | -107.5% | +3.7% |
| YTD | +22.6% | -3.2% | +25.8% | +22.9% |
| 1Y | +44.2% | -6.0% | +50.3% | +43.9% |
| 3Y | +65.8% | +13.5% | +52.3% | +54.7% |
| All | +65.8% | +11.6% | +54.2% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling