+21,985.5%
LLY vs AMGN
+68,257.2%
-46,271.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.4% | -2.2% | +3.5% | +2.0% |
| 30D | +21.5% | +12.1% | +9.4% | +17.6% |
| 3M | +18.5% | +13.6% | +4.8% | +14.0% |
| 6M | +49.1% | +43.9% | +5.2% | +34.0% |
| YTD | +34.4% | +45.9% | -11.6% | +20.5% |
| 1Y | +46.3% | +42.1% | +4.2% | +32.1% |
| 3Y | +145.5% | +91.6% | +53.9% | +101.1% |
| 5Y | +472.7% | +158.5% | +314.2% | +330.1% |
| 10Y | +2,050.0% | +323.2% | +1,726.7% | +1,310.5% |
| All | +21,985.5% | +68,257.2% | -46,271.8% | +3,687.8% |
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