+325.7%
AMGN vs USB
+83.8%
+241.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | +9.3% | +8.4% | +0.9% | +7.1% |
| 3M | +12.1% | -5.5% | +17.6% | +13.6% |
| 6M | +40.3% | +17.7% | +22.5% | +34.3% |
| YTD | +45.2% | +17.6% | +27.6% | +38.8% |
| 1Y | +42.4% | +33.9% | +8.6% | +31.6% |
| 3Y | +91.0% | +103.8% | -12.8% | +56.5% |
| 5Y | +157.4% | +25.6% | +131.8% | +134.8% |
| All | +325.7% | +83.8% | +241.9% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling