+5,142.3%
AMGN vs URI
+7,815.7%
-2,673.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +0.9% | -6.0% | +6.8% | +1.7% |
| 30D | +12.1% | +4.6% | +7.5% | +11.3% |
| 3M | +12.2% | -2.7% | +14.9% | +12.3% |
| 6M | +42.1% | +18.4% | +23.8% | +38.0% |
| YTD | +45.0% | +37.4% | +7.7% | +36.7% |
| 1Y | +47.7% | +30.4% | +17.4% | +40.3% |
| 3Y | +90.4% | +147.9% | -57.5% | +61.8% |
| 5Y | +154.9% | +202.1% | -47.1% | +106.0% |
| 10Y | +313.6% | +1,182.4% | -868.8% | +154.7% |
| All | +5,142.3% | +7,815.7% | -2,673.5% | +1,919.2% |
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