+307.4%
IVV vs AMGN
+316.8%
-9.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | -3.7% | +12.1% | -15.8% | -7.4% |
| 3M | -2.7% | +12.2% | -14.9% | -7.0% |
| 6M | +2.2% | +42.1% | -39.9% | -10.5% |
| YTD | +10.9% | +45.0% | -34.1% | -4.2% |
| 1Y | +11.3% | +47.7% | -36.4% | -4.7% |
| 3Y | +76.9% | +90.4% | -13.5% | +32.7% |
| 5Y | +73.5% | +154.9% | -81.5% | +12.0% |
| 10Y | +307.4% | +313.6% | -6.2% | +120.4% |
| All | +307.4% | +316.8% | -9.4% | +120.4% |
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