+64,930.0%
AMGN vs UL
+2,770.2%
+62,159.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +9.3% | +4.5% | +4.8% | +7.6% |
| 3M | +12.1% | +6.5% | +5.6% | +9.7% |
| 6M | +40.3% | +18.2% | +22.1% | +32.2% |
| YTD | +45.2% | +4.7% | +40.5% | +42.2% |
| 1Y | +42.4% | +0.8% | +41.7% | +41.2% |
| 3Y | +91.0% | +35.9% | +55.1% | +70.0% |
| 5Y | +157.4% | +33.4% | +124.0% | +126.3% |
| 10Y | +321.0% | +106.9% | +214.1% | +212.7% |
| All | +64,930.0% | +2,770.2% | +62,159.8% | +19,636.5% |
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