+309.6%
IVV vs AMGN
+327.2%
-17.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -3.3% | +12.1% | -15.5% | -7.1% |
| 3M | -2.4% | +13.9% | -16.3% | -7.1% |
| 6M | +2.6% | +42.1% | -39.5% | -10.1% |
| YTD | +11.3% | +45.0% | -33.8% | -3.9% |
| 1Y | +13.4% | +49.3% | -35.9% | -3.2% |
| 3Y | +80.3% | +92.8% | -12.5% | +34.6% |
| 5Y | +72.7% | +156.7% | -84.0% | +11.2% |
| 10Y | +309.6% | +328.1% | -18.5% | +122.1% |
| All | +309.6% | +327.2% | -17.5% | +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