+42.2%
LLY vs AMGN
+41.6%
+0.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +6.7% | +1.1% | +5.6% | +5.9% |
| 30D | +19.6% | +9.3% | +10.3% | +12.5% |
| 3M | +19.7% | +12.1% | +7.6% | +9.7% |
| 6M | +42.7% | +40.3% | +2.5% | +9.3% |
| YTD | +35.1% | +45.2% | -10.1% | +0.2% |
| 1Y | +42.2% | +42.4% | -0.3% | +6.0% |
| All | +42.2% | +41.6% | +0.5% | +6.0% |
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