+144.5%
IBM vs AMGN
+210.7%
-66.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +3.6% | -11.6% | +15.2% | +7.8% |
| 30D | +1.5% | -5.7% | +7.2% | +3.3% |
| 3M | -12.9% | +14.2% | -27.1% | -16.9% |
| 6M | -3.9% | +5.2% | -9.1% | -6.0% |
| YTD | -17.3% | +22.0% | -39.3% | -23.7% |
| 1Y | -5.0% | +43.6% | -48.6% | -17.7% |
| 3Y | +78.2% | +65.0% | +13.2% | +42.5% |
| 5Y | +120.6% | +112.0% | +8.6% | +56.6% |
| 10Y | +144.5% | +216.6% | -72.1% | +49.1% |
| All | +144.5% | +210.7% | -66.2% | +49.1% |
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