+112.3%
AMGN vs U
-44.5%
+156.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.1% | -3.8% | +4.9% | +1.2% |
| 30D | +7.8% | +17.5% | -9.6% | +7.3% |
| 3M | +27.3% | +38.7% | -11.5% | +26.0% |
| 6M | +16.8% | +104.4% | -87.6% | +14.3% |
| YTD | +36.3% | -5.7% | +42.0% | +36.1% |
| 1Y | +60.4% | +3.7% | +56.7% | +59.3% |
| 3Y | +86.3% | +12.3% | +74.0% | +81.0% |
| 5Y | +125.7% | -68.8% | +194.5% | +118.0% |
| All | +112.3% | -44.5% | +156.7% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling