+64,177.3%
AMGN vs USB
+8,119.9%
+56,057.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | +13.5% | -6.1% | +19.6% | +15.1% |
| 6M | +41.5% | +9.4% | +32.1% | +38.3% |
| YTD | +43.5% | +15.2% | +28.3% | +38.2% |
| 1Y | +47.9% | +32.8% | +15.1% | +37.7% |
| 3Y | +86.6% | +91.3% | -4.7% | +57.4% |
| 5Y | +151.6% | +22.7% | +128.9% | +130.2% |
| 10Y | +358.1% | +97.0% | +261.0% | +259.7% |
| All | +64,177.3% | +8,119.9% | +56,057.3% | +24,946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling