+57.3%
LLY vs AMGN
+64.6%
-7.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -1.9% |
| 7D | +10.1% | +5.9% | +4.2% | +6.0% |
| 30D | +24.0% | +18.7% | +5.3% | +11.1% |
| 3M | +27.3% | +23.4% | +3.9% | +9.8% |
| 6M | +47.0% | +49.7% | -2.8% | +10.1% |
| YTD | +32.6% | +49.2% | -16.6% | +0.7% |
| 1Y | +57.3% | +65.7% | -8.4% | +16.5% |
| All | +57.3% | +64.6% | -7.3% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling