+2,053.0%
LLY vs AMGN
+321.0%
+1,732.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +4.6% | +1.5% | +3.1% | +3.8% |
| 30D | +22.4% | +13.1% | +9.2% | +14.9% |
| 3M | +17.1% | +12.9% | +4.2% | +9.7% |
| 6M | +44.6% | +40.8% | +3.9% | +20.8% |
| YTD | +33.5% | +45.6% | -12.2% | +9.8% |
| 1Y | +41.1% | +42.7% | -1.6% | +17.2% |
| 3Y | +143.8% | +91.2% | +52.6% | +69.0% |
| 5Y | +473.4% | +158.1% | +315.2% | +233.2% |
| All | +2,053.0% | +321.0% | +1,732.0% | +853.2% |
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 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