+38.2%
IWM vs AMGN
+107.3%
-69.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.1% | -11.6% | +10.5% | +2.1% |
| 30D | -3.1% | -5.7% | +2.6% | -1.8% |
| 3M | +2.2% | +14.2% | -12.0% | -2.2% |
| 6M | +15.1% | +5.2% | +9.9% | +12.6% |
| YTD | +18.6% | +22.0% | -3.4% | +10.7% |
| 1Y | +24.0% | +43.6% | -19.6% | +9.7% |
| 3Y | +63.7% | +65.0% | -1.3% | +35.9% |
| 5Y | +38.2% | +112.0% | -73.9% | +3.5% |
| All | +38.2% | +107.3% | -69.1% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling