+151.7%
RTX vs AMGN
+155.5%
-3.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | +7.8% | +12.1% | -4.3% | +5.6% |
| 3M | -9.8% | +13.6% | -23.4% | -12.1% |
| 6M | +13.5% | +43.9% | -30.4% | +5.5% |
| YTD | +10.9% | +45.9% | -35.0% | +2.7% |
| 1Y | +14.0% | +42.1% | -28.2% | +6.0% |
| 3Y | +159.9% | +91.6% | +68.3% | +121.0% |
| 5Y | +151.7% | +158.5% | -6.8% | +88.2% |
| All | +151.7% | +155.5% | -3.8% | +88.2% |
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