+63.6%
DIA vs AMGN
+107.3%
-43.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -1.2% | -11.6% | +10.4% | +1.8% |
| 30D | -2.7% | -5.7% | +3.0% | -1.4% |
| 3M | +3.3% | +14.2% | -10.9% | -0.7% |
| 6M | +10.4% | +5.2% | +5.2% | +8.4% |
| YTD | +10.0% | +22.0% | -12.0% | +3.5% |
| 1Y | +16.2% | +43.6% | -27.5% | +4.0% |
| 3Y | +58.7% | +65.0% | -6.3% | +33.1% |
| 5Y | +63.6% | +112.0% | -48.5% | +24.6% |
| All | +63.6% | +107.3% | -43.7% | +24.6% |
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