+209.8%
RSP vs AMGN
+210.7%
-0.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.8% | -11.6% | +9.8% | +2.2% |
| 30D | -2.5% | -5.7% | +3.1% | -0.9% |
| 3M | +3.0% | +14.2% | -11.2% | -2.2% |
| 6M | +8.9% | +5.2% | +3.7% | +6.2% |
| YTD | +13.0% | +22.0% | -9.0% | +4.1% |
| 1Y | +16.2% | +43.6% | -27.4% | +0.4% |
| 3Y | +52.7% | +65.0% | -12.3% | +21.9% |
| 5Y | +50.5% | +112.0% | -61.6% | +6.6% |
| 10Y | +209.8% | +216.6% | -6.7% | +89.5% |
| All | +209.8% | +210.7% | -0.9% | +89.5% |
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