+21.2%
IGV vs AMGN
+106.4%
-85.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -5.4% | -13.9% | +8.5% | -3.4% |
| 30D | -2.6% | -7.1% | +4.5% | -1.7% |
| 3M | +10.5% | +13.9% | -3.4% | +8.2% |
| 6M | +18.2% | +3.2% | +14.9% | +17.6% |
| YTD | -4.2% | +19.2% | -23.5% | -7.6% |
| 1Y | -9.8% | +41.1% | -51.0% | -16.2% |
| 3Y | +39.1% | +61.3% | -22.2% | +22.7% |
| 5Y | +21.2% | +109.1% | -87.8% | -1.1% |
| All | +21.2% | +106.4% | -85.2% | -1.1% |
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 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