+86.4%
F vs AMGN
+211.5%
-125.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -10.1% | +5.8% | -0.6% |
| 7D | +1.2% | -10.3% | +11.4% | +5.0% |
| 30D | +1.2% | -3.8% | +5.0% | +2.5% |
| 3M | -5.7% | +14.4% | -20.0% | -10.5% |
| 6M | +17.9% | +7.8% | +10.1% | +14.2% |
| YTD | +10.4% | +22.6% | -12.2% | +1.8% |
| 1Y | +25.3% | +44.2% | -18.9% | +8.5% |
| 3Y | +37.5% | +65.8% | -28.3% | +10.9% |
| 5Y | +46.5% | +108.0% | -61.5% | +7.3% |
| 10Y | +86.4% | +209.9% | -123.5% | +16.7% |
| All | +86.4% | +211.5% | -125.1% | +16.7% |
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