+7.4%
HD vs AMGN
+107.5%
-100.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.8% | +0.5% |
| 7D | -1.2% | -10.3% | +9.1% | +1.7% |
| 30D | -11.1% | -3.8% | -7.4% | -10.4% |
| 3M | +2.0% | +14.4% | -12.4% | -1.9% |
| 6M | -10.5% | +7.8% | -18.3% | -12.6% |
| YTD | -6.9% | +22.6% | -29.4% | -12.3% |
| 1Y | -23.2% | +44.2% | -67.4% | -30.9% |
| 3Y | +3.1% | +65.8% | -62.7% | -13.1% |
| 5Y | +7.4% | +108.0% | -100.6% | -13.6% |
| All | +7.4% | +107.5% | -100.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling