+60,958.4%
AMGN vs UL
+2,661.1%
+58,297.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | +7.8% | +0.5% | +7.4% | +7.6% |
| 3M | +27.3% | +17.6% | +9.7% | +20.2% |
| 6M | +16.8% | -5.4% | +22.2% | +18.6% |
| YTD | +36.3% | +0.7% | +35.6% | +35.4% |
| 1Y | +60.4% | -9.3% | +69.7% | +64.8% |
| 3Y | +86.3% | +24.5% | +61.8% | +70.8% |
| 5Y | +125.7% | +23.2% | +102.4% | +104.0% |
| 10Y | +247.0% | +64.5% | +182.5% | +178.3% |
| All | +60,958.4% | +2,661.1% | +58,297.3% | +18,685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling