+738.6%
IVV vs AMGN
+1,052.2%
-313.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | -5.4% | +11.5% | -16.8% | -8.7% |
| 3M | -4.1% | +14.4% | -18.4% | -8.6% |
| 6M | +0.7% | +40.9% | -40.2% | -10.6% |
| YTD | +8.7% | +43.5% | -34.8% | -4.6% |
| 1Y | +11.0% | +49.9% | -39.0% | -4.2% |
| 3Y | +75.4% | +84.6% | -9.2% | +38.2% |
| 5Y | +68.3% | +151.6% | -83.3% | +18.2% |
| 10Y | +315.5% | +358.2% | -42.7% | +136.1% |
| All | +738.6% | +1,052.2% | -313.5% | +211.4% |
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 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