+776.1%
IVV vs AMGN
+994.1%
-218.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +0.1% | +7.8% | -7.8% | -2.4% |
| 3M | +2.0% | +27.3% | -25.3% | -6.0% |
| 6M | +13.0% | +16.8% | -3.8% | +6.9% |
| YTD | +13.6% | +36.3% | -22.7% | +1.8% |
| 1Y | +20.1% | +60.4% | -40.3% | +1.5% |
| 3Y | +77.6% | +86.3% | -8.7% | +39.8% |
| 5Y | +82.5% | +125.7% | -43.2% | +33.3% |
| 10Y | +316.5% | +247.0% | +69.5% | +158.8% |
| All | +776.1% | +994.1% | -218.0% | +232.2% |
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