+25.8%
ON vs AMGN
+157.0%
-131.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +17.0% | +1.5% | +15.5% | +16.5% |
| 30D | -3.9% | +13.1% | -17.0% | -7.6% |
| 3M | -11.5% | +12.9% | -24.4% | -15.4% |
| 6M | -29.2% | +40.8% | -69.9% | -38.3% |
| YTD | +36.2% | +45.6% | -9.5% | +16.7% |
| 1Y | +49.6% | +42.7% | +6.9% | +29.3% |
| 3Y | +9.4% | +91.2% | -81.7% | -17.4% |
| 5Y | +25.8% | +158.1% | -132.3% | -16.9% |
| All | +25.8% | +157.0% | -131.2% | -16.9% |
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