+211.0%
RSP vs AMGN
+319.8%
-108.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.4% | +1.1% | +1.2% | +2.0% |
| 30D | +4.3% | +9.3% | -5.0% | +1.1% |
| 3M | -0.3% | +12.1% | -12.4% | -4.7% |
| 6M | +9.8% | +40.3% | -30.4% | -3.4% |
| YTD | +16.8% | +45.2% | -28.4% | +0.9% |
| 1Y | +19.5% | +42.4% | -22.9% | +3.8% |
| 3Y | +65.1% | +91.0% | -25.9% | +24.7% |
| 5Y | +48.7% | +157.4% | -108.7% | -2.9% |
| All | +211.0% | +319.8% | -108.8% | +73.1% |
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