+65,270.7%
AMGN vs WELL
+19,790.6%
+45,480.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +12.1% | +7.8% | +4.3% | +10.2% |
| 3M | +13.6% | +10.2% | +3.4% | +11.1% |
| 6M | +43.9% | +16.4% | +27.6% | +38.9% |
| YTD | +45.9% | +35.2% | +10.8% | +35.9% |
| 1Y | +42.1% | +30.5% | +11.7% | +33.4% |
| 3Y | +91.6% | +206.1% | -114.5% | +47.8% |
| 5Y | +158.5% | +228.3% | -69.8% | +93.9% |
| 10Y | +323.2% | +468.3% | -145.1% | +159.7% |
| All | +65,270.7% | +19,790.6% | +45,480.2% | +21,893.0% |
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