+1,580.3%
LLY vs AMGN
+210.7%
+1,369.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -3.1% | -11.6% | +8.6% | +3.0% |
| 30D | -8.6% | -5.7% | -2.9% | -6.1% |
| 3M | -1.6% | +14.2% | -15.9% | -8.5% |
| 6M | +11.8% | +5.2% | +6.6% | +8.5% |
| YTD | +5.1% | +22.0% | -16.9% | -5.2% |
| 1Y | +50.7% | +43.6% | +7.1% | +25.1% |
| 3Y | +95.7% | +65.0% | +30.7% | +46.8% |
| 5Y | +390.2% | +112.0% | +278.1% | +217.0% |
| 10Y | +1,580.3% | +216.6% | +1,363.8% | +746.4% |
| All | +1,580.3% | +210.7% | +1,369.6% | +746.4% |
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 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