+137,274.1%
UNH vs AMGN
+57,313.9%
+79,960.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.1% | +11.0% | +3.9% |
| 7D | +1.1% | -10.3% | +11.4% | +4.2% |
| 30D | -1.5% | -3.8% | +2.2% | -0.7% |
| 3M | -0.8% | +14.4% | -15.2% | -5.1% |
| 6M | +41.8% | +7.8% | +34.0% | +37.8% |
| YTD | +23.1% | +22.6% | +0.5% | +14.6% |
| 1Y | +28.5% | +44.2% | -15.7% | +13.7% |
| 3Y | -11.8% | +65.8% | -77.6% | -26.3% |
| 5Y | +5.3% | +108.0% | -102.6% | -18.3% |
| 10Y | +247.4% | +209.9% | +37.6% | +138.9% |
| All | +137,274.1% | +57,313.9% | +79,960.2% | +11,116.6% |
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