+247.2%
HD vs AMGN
+316.8%
-69.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | +0.9% | +4.3% | +4.9% |
| 30D | +20.7% | +12.1% | +8.6% | +15.7% |
| 3M | +0.8% | +12.2% | -11.4% | -3.8% |
| 6M | +12.2% | +42.1% | -29.9% | -2.2% |
| YTD | +4.2% | +45.0% | -40.8% | -10.3% |
| 1Y | -2.6% | +47.7% | -50.3% | -16.8% |
| 3Y | +30.0% | +90.4% | -60.4% | -2.8% |
| 5Y | +8.1% | +154.9% | -146.8% | -30.2% |
| 10Y | +247.2% | +313.6% | -66.4% | +94.7% |
| All | +247.2% | +316.8% | -69.6% | +94.7% |
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