+88.0%
AMGN vs URI
+121.2%
-33.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | +7.8% | -12.9% | +20.8% | +9.9% |
| 3M | +27.3% | -6.7% | +34.0% | +28.1% |
| 6M | +16.8% | +19.0% | -2.2% | +13.1% |
| YTD | +36.3% | +25.5% | +10.8% | +30.3% |
| 1Y | +60.4% | +5.5% | +54.9% | +57.2% |
| All | +88.0% | +121.2% | -33.2% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling