+54,540.2%
AMGN vs WY
+673.4%
+53,866.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -11.6% | -1.7% | -10.0% | -11.2% |
| 30D | -5.7% | -9.9% | +4.2% | -3.1% |
| 3M | +14.2% | -7.5% | +21.7% | +16.3% |
| 6M | +5.2% | -5.1% | +10.3% | +6.3% |
| YTD | +22.0% | -2.1% | +24.1% | +21.9% |
| 1Y | +43.6% | -7.3% | +51.0% | +45.2% |
| 3Y | +65.0% | -22.6% | +87.6% | +73.2% |
| 5Y | +112.0% | -19.8% | +131.8% | +116.9% |
| 10Y | +216.6% | +9.6% | +207.0% | +180.7% |
| All | +54,540.2% | +673.4% | +53,866.8% | +25,321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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