+116.1%
PG vs AMGN
+206.2%
-90.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -0.8% | -13.7% | +12.9% | +3.3% |
| 30D | +0.8% | -8.8% | +9.6% | +3.3% |
| 3M | -1.3% | +7.2% | -8.5% | -3.8% |
| 6M | -3.8% | +1.3% | -5.1% | -4.7% |
| YTD | +3.6% | +17.6% | -14.0% | -2.1% |
| 1Y | -5.7% | +37.2% | -42.9% | -15.3% |
| 3Y | +1.6% | +57.7% | -56.2% | -14.8% |
| 5Y | +14.6% | +106.3% | -91.7% | -13.5% |
| All | +116.1% | +206.2% | -90.0% | +53.6% |
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