+60,958.4%
AMGN vs WELL
+18,826.3%
+42,132.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +27.3% | +18.0% | +9.2% | +22.5% |
| 6M | +16.8% | +15.0% | +1.8% | +13.0% |
| YTD | +36.3% | +28.6% | +7.7% | +28.4% |
| 1Y | +60.4% | +42.9% | +17.5% | +47.6% |
| 3Y | +86.3% | +203.0% | -116.7% | +44.2% |
| 5Y | +125.7% | +206.9% | -81.2% | +71.8% |
| 10Y | +247.0% | +339.5% | -92.4% | +126.8% |
| All | +60,958.4% | +18,826.3% | +42,132.1% | +20,688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling