+54,250.4%
DHR vs AMGN
+57,313.9%
-3,063.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.1% | +8.9% | +1.1% |
| 7D | -0.8% | -10.3% | +9.4% | +1.5% |
| 30D | +0.2% | -3.8% | +4.0% | +1.0% |
| 3M | +12.1% | +14.4% | -2.3% | +8.5% |
| 6M | +5.4% | +7.8% | -2.4% | +3.4% |
| YTD | -10.0% | +22.6% | -32.6% | -14.4% |
| 1Y | +4.1% | +44.2% | -40.1% | -4.7% |
| 3Y | -5.2% | +65.8% | -71.0% | -16.2% |
| 5Y | -28.2% | +108.0% | -136.2% | -39.9% |
| 10Y | +208.4% | +209.9% | -1.5% | +135.9% |
| All | +54,250.4% | +57,313.9% | -3,063.5% | +15,643.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling