+14.8%
IGV vs AMGN
+156.1%
-141.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | -6.0% | +9.3% | -15.3% | -7.2% |
| 3M | -4.8% | +12.1% | -16.9% | -6.5% |
| 6M | +14.2% | +40.3% | -26.0% | +8.3% |
| YTD | -4.2% | +45.2% | -49.4% | -10.3% |
| 1Y | -5.3% | +42.4% | -47.7% | -11.0% |
| 3Y | +38.8% | +91.0% | -52.3% | +19.5% |
| All | +14.8% | +156.1% | -141.2% | -13.0% |
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