+56.9%
ON vs AMGN
+107.3%
-50.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -1.9% | -11.6% | +9.8% | +2.4% |
| 30D | -11.0% | -5.7% | -5.4% | -9.4% |
| 3M | -39.3% | +14.2% | -53.6% | -43.0% |
| 6M | +19.8% | +5.2% | +14.6% | +16.2% |
| YTD | +31.1% | +22.0% | +9.1% | +19.2% |
| 1Y | +46.0% | +43.6% | +2.4% | +23.8% |
| 3Y | -27.5% | +65.0% | -92.5% | -42.9% |
| 5Y | +56.9% | +112.0% | -55.2% | +4.8% |
| All | +56.9% | +107.3% | -50.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling