+21,596.1%
LLY vs AMGN
+67,836.7%
-46,240.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.2% | +4.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +19.7% | +12.1% | +7.6% | +15.9% |
| 3M | +19.3% | +13.9% | +5.4% | +14.7% |
| 6M | +49.3% | +42.1% | +7.2% | +34.7% |
| YTD | +32.0% | +45.0% | -13.0% | +18.6% |
| 1Y | +53.7% | +49.3% | +4.4% | +36.9% |
| 3Y | +143.7% | +92.8% | +51.0% | +99.4% |
| 5Y | +463.9% | +156.7% | +307.2% | +324.4% |
| 10Y | +2,006.3% | +328.1% | +1,678.2% | +1,278.0% |
| All | +21,596.1% | +67,836.7% | -46,240.6% | +3,627.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling