+210.2%
HD vs AMGN
+210.7%
-0.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -1.8% | -11.6% | +9.8% | +2.6% |
| 30D | -10.8% | -5.7% | -5.2% | -9.2% |
| 3M | -2.7% | +14.2% | -16.9% | -7.7% |
| 6M | -10.3% | +5.2% | -15.5% | -12.4% |
| YTD | -7.8% | +22.0% | -29.8% | -15.1% |
| 1Y | -23.1% | +43.6% | -66.8% | -33.8% |
| 3Y | +2.0% | +65.0% | -63.0% | -19.2% |
| 5Y | +6.2% | +112.0% | -105.8% | -25.6% |
| 10Y | +210.2% | +216.6% | -6.4% | +87.5% |
| All | +210.2% | +210.7% | -0.5% | +87.5% |
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