+1,162.7%
AMGN vs URA
-51.6%
+1,214.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.3% |
| 7D | +1.5% | +4.5% | -3.0% | +0.8% |
| 30D | +13.1% | -13.4% | +26.6% | +15.2% |
| 3M | +12.9% | -28.4% | +41.3% | +17.8% |
| 6M | +40.8% | -40.5% | +81.2% | +50.0% |
| YTD | +45.6% | -24.3% | +69.9% | +48.3% |
| 1Y | +42.7% | -28.8% | +71.6% | +46.4% |
| 3Y | +91.2% | +37.6% | +53.5% | +71.0% |
| 5Y | +158.1% | +30.7% | +127.5% | +126.8% |
| 10Y | +322.3% | +266.8% | +55.5% | +176.7% |
| All | +1,162.7% | -51.6% | +1,214.3% | +954.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling