+158.5%
AMGN vs URA
+37.5%
+121.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -2.2% | +2.9% | -5.0% | -2.3% |
| 30D | +12.1% | -10.8% | +22.9% | +12.7% |
| 3M | +13.6% | -25.5% | +39.2% | +15.2% |
| 6M | +43.9% | -41.2% | +85.2% | +47.7% |
| YTD | +45.9% | -21.3% | +67.2% | +46.4% |
| 1Y | +42.1% | -25.7% | +67.9% | +43.0% |
| 3Y | +91.6% | +43.1% | +48.5% | +81.1% |
| 5Y | +158.5% | +35.6% | +122.9% | +145.3% |
| All | +158.5% | +37.5% | +121.0% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling