+143.6%
IBM vs AMGN
+320.4%
-176.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -1.7% | -2.2% | +0.4% | -1.0% |
| 30D | +10.1% | +12.1% | -2.0% | +5.8% |
| 3M | +4.8% | +13.6% | -8.8% | -0.2% |
| 6M | +12.6% | +43.9% | -31.3% | -1.2% |
| YTD | -13.9% | +45.9% | -59.8% | -25.5% |
| 1Y | -18.7% | +42.1% | -60.9% | -29.1% |
| 3Y | +81.9% | +91.6% | -9.7% | +37.7% |
| 5Y | +148.3% | +158.5% | -10.2% | +62.3% |
| 10Y | +143.6% | +323.2% | -179.6% | +35.5% |
| All | +143.6% | +320.4% | -176.7% | +35.5% |
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