+1,127.7%
RSP vs AMGN
+969.2%
+158.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -0.3% | +7.8% | -8.2% | -3.2% |
| 3M | +4.3% | +27.3% | -23.0% | -5.1% |
| 6M | +8.8% | +16.8% | -8.0% | +2.1% |
| YTD | +15.3% | +36.3% | -21.1% | +1.5% |
| 1Y | +18.3% | +60.4% | -42.1% | -2.6% |
| 3Y | +52.8% | +86.3% | -33.5% | +15.9% |
| 5Y | +51.7% | +125.7% | -74.0% | +5.3% |
| 10Y | +208.5% | +247.0% | -38.6% | +74.5% |
| All | +1,127.7% | +969.2% | +158.5% | +293.4% |
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