+195.5%
AMGN vs Z
-2.5%
+198.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.7% |
| 7D | -13.7% | -6.0% | -7.7% | -13.2% |
| 30D | -8.8% | -2.3% | -6.5% | -8.6% |
| 3M | +7.2% | -0.6% | +7.8% | +7.1% |
| 6M | +1.3% | -27.6% | +28.9% | +3.4% |
| YTD | +17.6% | -52.4% | +70.0% | +23.8% |
| 1Y | +37.2% | -63.6% | +100.8% | +47.2% |
| 3Y | +57.7% | -36.4% | +94.1% | +59.7% |
| 5Y | +106.3% | -64.6% | +170.9% | +112.9% |
| All | +195.5% | -2.5% | +198.0% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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