+953.6%
IGV vs AMGN
+977.9%
-24.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.1% | +8.3% | +2.0% |
| 7D | -3.3% | -10.3% | +6.9% | +0.5% |
| 30D | 0.0% | -3.8% | +3.7% | +1.1% |
| 3M | +7.3% | +14.4% | -7.0% | +1.3% |
| 6M | +16.7% | +7.8% | +8.9% | +12.0% |
| YTD | -2.8% | +22.6% | -25.4% | -11.9% |
| 1Y | -6.7% | +44.2% | -50.9% | -21.2% |
| 3Y | +41.1% | +65.8% | -24.7% | +9.4% |
| 5Y | +22.0% | +108.0% | -86.0% | -15.5% |
| 10Y | +357.9% | +209.9% | +148.1% | +160.0% |
| All | +953.6% | +977.9% | -24.4% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling