-29.8%
DHR vs AMGN
+106.4%
-136.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -5.0% | -13.9% | +8.9% | +0.1% |
| 30D | -3.3% | -7.1% | +3.8% | -1.0% |
| 3M | +9.4% | +13.9% | -4.5% | +3.7% |
| 6M | +3.2% | +3.2% | -0.1% | +1.3% |
| YTD | -12.0% | +19.2% | -31.3% | -18.4% |
| 1Y | +4.9% | +41.1% | -36.2% | -9.1% |
| 3Y | -7.4% | +61.3% | -68.7% | -23.3% |
| 5Y | -29.8% | +109.1% | -138.8% | -46.3% |
| All | -29.8% | +106.4% | -136.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling