+523.3%
ON vs AMGN
+319.8%
+203.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +12.2% | +1.1% | +11.1% | +11.7% |
| 30D | -3.1% | +9.3% | -12.4% | -6.9% |
| 3M | -12.9% | +12.1% | -25.0% | -17.9% |
| 6M | -38.6% | +40.3% | -78.9% | -48.7% |
| YTD | +31.2% | +45.2% | -14.0% | +7.2% |
| 1Y | +47.6% | +42.4% | +5.2% | +21.8% |
| 3Y | +6.6% | +91.0% | -84.4% | -26.5% |
| 5Y | +21.3% | +157.4% | -136.1% | -30.6% |
| All | +523.3% | +319.8% | +203.5% | +155.7% |
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