+109.1%
AMGN vs UL
+18.7%
+90.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.9% |
| 7D | -13.9% | -4.1% | -9.8% | -12.8% |
| 30D | -7.1% | -1.2% | -6.0% | -6.8% |
| 3M | +13.9% | +6.0% | +7.9% | +12.2% |
| 6M | +3.2% | -5.5% | +8.7% | +4.6% |
| YTD | +19.2% | -3.3% | +22.6% | +20.1% |
| 1Y | +41.1% | -9.8% | +50.9% | +44.6% |
| 3Y | +61.3% | +20.1% | +41.2% | +54.3% |
| 5Y | +109.1% | +19.2% | +89.9% | +97.8% |
| All | +109.1% | +18.7% | +90.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling