+1,082.1%
AMGN vs URA
-31.1%
+1,113.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +7.8% | +7.4% | +0.4% | +6.6% |
| 3M | +27.3% | -8.4% | +35.6% | +28.3% |
| 6M | +16.8% | -12.7% | +29.5% | +18.0% |
| YTD | +36.3% | +7.8% | +28.5% | +32.6% |
| 1Y | +60.4% | +19.5% | +41.0% | +52.5% |
| 3Y | +86.3% | +116.4% | -30.1% | +56.0% |
| 5Y | +125.7% | +134.3% | -8.6% | +78.6% |
| 10Y | +247.0% | +359.3% | -112.2% | +122.8% |
| All | +1,082.1% | -31.1% | +1,113.2% | +842.9% |
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