+21.2%
DIS vs AMGN
+211.5%
-190.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.1% | +9.8% | +2.8% |
| 7D | -1.1% | -10.3% | +9.2% | +2.0% |
| 30D | +0.1% | -3.8% | +3.9% | +1.0% |
| 3M | +7.1% | +14.4% | -7.3% | +2.4% |
| 6M | +4.3% | +7.8% | -3.6% | +1.4% |
| YTD | -6.9% | +22.6% | -29.5% | -13.2% |
| 1Y | -10.3% | +44.2% | -54.5% | -20.8% |
| 3Y | +32.8% | +65.8% | -33.0% | +9.3% |
| 5Y | -41.5% | +108.0% | -149.5% | -56.2% |
| 10Y | +21.2% | +209.9% | -188.7% | -20.5% |
| All | +21.2% | +211.5% | -190.3% | -20.5% |
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