+323.8%
IVV vs AMGN
+212.2%
+111.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | +2.8% |
| 7D | +0.5% | -10.3% | +10.8% | +4.0% |
| 30D | -1.0% | -3.8% | +2.8% | 0.0% |
| 3M | +3.9% | +14.4% | -10.5% | -1.6% |
| 6M | +14.5% | +7.8% | +6.7% | +10.6% |
| YTD | +12.9% | +22.6% | -9.7% | +3.7% |
| 1Y | +19.4% | +44.2% | -24.9% | +2.7% |
| 3Y | +78.8% | +65.8% | +13.0% | +41.1% |
| 5Y | +82.2% | +108.0% | -25.8% | +28.2% |
| All | +323.8% | +212.2% | +111.6% | +152.5% |
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