+195.5%
AMGN vs WELL
+356.7%
-161.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | +2.3% | -11.1% | -9.2% |
| 3M | +7.2% | +12.3% | -5.1% | +5.1% |
| 6M | +1.3% | +15.6% | -14.3% | -1.3% |
| YTD | +17.6% | +28.3% | -10.7% | +12.5% |
| 1Y | +37.2% | +41.9% | -4.7% | +29.0% |
| 3Y | +57.7% | +198.3% | -140.6% | +31.1% |
| 5Y | +106.3% | +206.4% | -100.2% | +69.1% |
| All | +195.5% | +356.7% | -161.2% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling