+5,142.3%
AMGN vs URI
+7,982.2%
-2,839.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.8% | 0.0% |
| 7D | 0.0% | -4.0% | +4.0% | +0.5% |
| 30D | +12.1% | +6.8% | +5.3% | +11.0% |
| 3M | +13.9% | -2.8% | +16.7% | +14.0% |
| 6M | +42.1% | +20.9% | +21.3% | +37.5% |
| YTD | +45.0% | +40.2% | +4.8% | +36.3% |
| 1Y | +49.3% | +34.1% | +15.2% | +41.2% |
| 3Y | +92.8% | +164.1% | -71.4% | +62.2% |
| 5Y | +156.7% | +199.3% | -42.6% | +107.7% |
| 10Y | +328.1% | +1,218.8% | -890.7% | +162.6% |
| All | +5,142.3% | +7,982.2% | -2,839.9% | +1,913.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling