+348.3%
AMGN vs W
+176.2%
+172.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.7% |
| 7D | +1.1% | -4.2% | +5.3% | +1.4% |
| 30D | +7.8% | -7.6% | +15.4% | +8.4% |
| 3M | +27.3% | +37.2% | -9.9% | +23.6% |
| 6M | +16.8% | +26.3% | -9.5% | +13.8% |
| YTD | +36.3% | -1.0% | +37.3% | +34.6% |
| 1Y | +60.4% | +20.1% | +40.3% | +55.4% |
| 3Y | +86.3% | +37.8% | +48.5% | +72.6% |
| 5Y | +125.7% | -63.7% | +189.3% | +121.5% |
| 10Y | +247.0% | +156.3% | +90.7% | +149.3% |
| All | +348.3% | +176.2% | +172.1% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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