+180.2%
AMGN vs USHY
+49.7%
+130.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -13.7% | -0.7% | -13.0% | -13.0% |
| 30D | -8.8% | -0.7% | -8.1% | -8.1% |
| 3M | +7.2% | +0.1% | +7.1% | +7.2% |
| 6M | +1.3% | +1.8% | -0.5% | -0.7% |
| YTD | +17.6% | +1.8% | +15.9% | +15.4% |
| 1Y | +37.2% | +3.3% | +33.9% | +32.4% |
| 3Y | +57.7% | +27.0% | +30.8% | +22.1% |
| 5Y | +106.3% | +21.0% | +85.2% | +70.9% |
| All | +180.2% | +49.7% | +130.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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