+65.8%
AMGN vs URA
+121.0%
-55.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.1% | -13.2% | -10.2% |
| 7D | -10.3% | +8.1% | -18.4% | -10.5% |
| 30D | -3.8% | +5.8% | -9.5% | -4.0% |
| 3M | +14.4% | +3.4% | +10.9% | +14.2% |
| 6M | +7.8% | -2.6% | +10.5% | +7.7% |
| YTD | +22.6% | +11.2% | +11.4% | +21.6% |
| 1Y | +44.2% | +19.8% | +24.4% | +42.7% |
| 3Y | +65.8% | +121.5% | -55.7% | +61.5% |
| All | +65.8% | +121.0% | -55.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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