+48.7%
RSP vs AMGN
+157.6%
-108.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.0% |
| 7D | +0.4% | 0.0% | +0.5% | +0.5% |
| 30D | +3.7% | +12.1% | -8.4% | +0.8% |
| 3M | +0.8% | +13.9% | -13.1% | -2.7% |
| 6M | +9.1% | +42.1% | -33.1% | -0.8% |
| YTD | +16.7% | +45.0% | -28.3% | +5.2% |
| 1Y | +19.7% | +49.3% | -29.6% | +6.9% |
| 3Y | +66.7% | +92.8% | -26.0% | +35.6% |
| 5Y | +48.7% | +156.7% | -108.1% | +6.8% |
| All | +48.7% | +157.6% | -108.9% | +6.8% |
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