+208.8%
C vs AMGN
+316.8%
-108.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +0.9% | -1.2% | -0.7% |
| 30D | -5.2% | +12.1% | -17.3% | -9.3% |
| 3M | -9.1% | +12.2% | -21.2% | -13.6% |
| 6M | -1.6% | +42.1% | -43.7% | -15.4% |
| YTD | +6.9% | +45.0% | -38.1% | -9.5% |
| 1Y | +23.0% | +47.7% | -24.8% | +3.0% |
| 3Y | +216.1% | +90.4% | +125.7% | +128.7% |
| 5Y | +112.2% | +154.9% | -42.7% | +29.2% |
| 10Y | +208.8% | +313.6% | -104.8% | +51.4% |
| All | +208.8% | +316.8% | -108.0% | +51.4% |
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