+50.5%
DRAM vs AMGN
+33.7%
+16.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.6% |
| 7D | -9.8% | 0.0% | -9.8% | -9.5% |
| 30D | -26.9% | +12.1% | -39.1% | -23.7% |
| 3M | -17.4% | +13.9% | -31.3% | -13.3% |
| 6M | -20.9% | +42.1% | -63.0% | -13.8% |
| All | +50.5% | +33.7% | +16.8% | +66.6% |
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 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