+67.2%
F vs AMGN
+321.0%
-253.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -3.9% | +1.5% | -5.3% | -4.4% |
| 30D | -0.5% | +13.1% | -13.6% | -4.8% |
| 3M | -12.9% | +12.9% | -25.8% | -16.9% |
| 6M | +1.5% | +40.8% | -39.2% | -10.9% |
| YTD | -5.0% | +45.6% | -50.6% | -18.0% |
| 1Y | -7.3% | +42.7% | -50.1% | -19.5% |
| 3Y | +45.3% | +91.2% | -45.9% | +10.8% |
| 5Y | -15.8% | +158.1% | -173.9% | -43.5% |
| All | +67.2% | +321.0% | -253.9% | -5.2% |
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 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