+8.2%
HD vs AMGN
+157.6%
-149.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +21.6% | +12.1% | +9.4% | +17.8% |
| 3M | +0.1% | +13.9% | -13.8% | -3.7% |
| 6M | +13.0% | +42.1% | -29.1% | +2.1% |
| YTD | +4.9% | +45.0% | -40.1% | -5.8% |
| 1Y | -2.1% | +49.3% | -51.4% | -12.9% |
| 3Y | +32.6% | +92.8% | -60.2% | +6.8% |
| 5Y | +8.2% | +156.7% | -148.5% | -19.7% |
| All | +8.2% | +157.6% | -149.3% | -19.7% |
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 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