+294.7%
C vs AMGN
+210.7%
+84.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.6% | -11.6% | +14.2% | +7.4% |
| 30D | +1.9% | -5.7% | +7.6% | +3.8% |
| 3M | +2.8% | +14.2% | -11.4% | -3.3% |
| 6M | +30.6% | +5.2% | +25.4% | +26.7% |
| YTD | +19.9% | +22.0% | -2.1% | +8.8% |
| 1Y | +44.6% | +43.6% | +0.9% | +21.6% |
| 3Y | +272.1% | +65.0% | +207.1% | +184.6% |
| 5Y | +132.0% | +112.0% | +19.9% | +53.2% |
| 10Y | +294.7% | +216.6% | +78.1% | +108.9% |
| All | +294.7% | +210.7% | +84.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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