+228.4%
UNH vs AMGN
+206.2%
+22.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -1.8% |
| 7D | -4.5% | -13.7% | +9.2% | +0.9% |
| 30D | -6.5% | -8.8% | +2.3% | -3.4% |
| 3M | -6.0% | +7.2% | -13.2% | -9.3% |
| 6M | +33.7% | +1.3% | +32.4% | +31.6% |
| YTD | +16.4% | +17.6% | -1.3% | +6.7% |
| 1Y | +10.1% | +37.2% | -27.1% | -6.1% |
| 3Y | -16.3% | +57.7% | -74.0% | -35.5% |
| 5Y | +2.1% | +106.3% | -104.2% | -33.0% |
| All | +228.4% | +206.2% | +22.2% | +93.4% |
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 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