+84.6%
AMGN vs USB
+90.4%
-5.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.3% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | +14.3% | +4.3% | +10.0% | +13.1% |
| 3M | +13.5% | -6.1% | +19.6% | +15.3% |
| 6M | +41.5% | +9.4% | +32.1% | +37.9% |
| YTD | +43.5% | +15.2% | +28.3% | +37.6% |
| 1Y | +47.9% | +32.8% | +15.1% | +36.4% |
| All | +84.6% | +90.4% | -5.9% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling