+43.6%
AMGN vs URI
+7.5%
+36.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -11.6% | +5.0% | -16.6% | -12.2% |
| 30D | -5.7% | -9.4% | +3.7% | -4.4% |
| 3M | +14.2% | -5.8% | +20.0% | +14.8% |
| 6M | +5.2% | +25.8% | -20.6% | +1.0% |
| YTD | +22.0% | +27.9% | -5.9% | +15.0% |
| 1Y | +43.6% | +9.7% | +33.9% | +39.3% |
| All | +43.6% | +7.5% | +36.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling