+869.0%
AMGN vs UUUU
-92.5%
+961.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -2.0% |
| 7D | -13.9% | -5.0% | -8.9% | -13.7% |
| 30D | -7.1% | -7.8% | +0.6% | -6.9% |
| 3M | +13.9% | -0.4% | +14.3% | +13.7% |
| 6M | +3.2% | -32.9% | +36.1% | +4.1% |
| YTD | +19.2% | -6.3% | +25.5% | +18.3% |
| 1Y | +41.1% | +7.9% | +33.2% | +38.7% |
| 3Y | +61.3% | +85.2% | -23.9% | +53.2% |
| 5Y | +109.1% | +97.0% | +12.1% | +94.6% |
| 10Y | +209.4% | +492.6% | -283.2% | +165.1% |
| All | +869.0% | -92.5% | +961.5% | +773.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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