+312.0%
IVV vs AMGN
+321.0%
-9.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.3% | +1.5% | +1.9% | +2.8% |
| 30D | -2.7% | +13.1% | -15.8% | -6.7% |
| 3M | -1.7% | +12.9% | -14.6% | -6.2% |
| 6M | +3.2% | +40.8% | -37.6% | -9.3% |
| YTD | +12.0% | +45.6% | -33.6% | -3.4% |
| 1Y | +12.1% | +42.7% | -30.6% | -2.7% |
| 3Y | +78.6% | +91.2% | -12.5% | +33.8% |
| 5Y | +73.8% | +158.1% | -84.3% | +11.6% |
| All | +312.0% | +321.0% | -9.0% | +122.1% |
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 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