+130.8%
AMGN vs USB
+40.0%
+90.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | +7.8% | -1.3% | +9.1% | +8.1% |
| 3M | +27.3% | +15.2% | +12.0% | +23.4% |
| 6M | +16.8% | +18.8% | -2.0% | +12.5% |
| YTD | +36.3% | +21.0% | +15.3% | +30.6% |
| 1Y | +60.4% | +34.0% | +26.4% | +50.2% |
| 3Y | +86.3% | +95.3% | -9.0% | +60.2% |
| All | +130.8% | +40.0% | +90.7% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling