+345.7%
AMGN vs USB
+92.8%
+252.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +11.5% | +5.8% | +5.6% | +9.9% |
| 3M | +14.4% | -6.0% | +20.4% | +16.1% |
| 6M | +40.9% | +7.8% | +33.2% | +38.0% |
| YTD | +43.5% | +14.6% | +29.0% | +38.0% |
| 1Y | +49.9% | +31.8% | +18.2% | +39.0% |
| 3Y | +84.6% | +91.5% | -6.9% | +53.4% |
| 5Y | +151.6% | +22.0% | +129.6% | +131.1% |
| All | +345.7% | +92.8% | +252.8% | +230.7% |
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