+209.9%
ON vs AMGN
+1,072.4%
-862.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.7% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | -3.3% | +7.8% | -11.1% | -6.7% |
| 3M | -43.6% | +27.3% | -70.8% | -49.9% |
| 6M | +19.0% | +16.8% | +2.1% | +9.6% |
| YTD | +37.4% | +36.3% | +1.0% | +17.8% |
| 1Y | +54.8% | +60.4% | -5.7% | +22.9% |
| 3Y | -25.2% | +86.3% | -111.5% | -45.5% |
| 5Y | +62.7% | +125.7% | -62.9% | +7.4% |
| 10Y | +574.3% | +247.0% | +327.3% | +259.0% |
| All | +209.9% | +1,072.4% | -862.5% | -12.3% |
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