+484.0%
V vs AMGN
+319.8%
+164.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | +9.0% | +9.3% | -0.3% | +5.6% |
| 3M | +16.7% | +12.1% | +4.6% | +11.6% |
| 6M | +33.4% | +40.3% | -6.9% | +17.1% |
| YTD | +22.4% | +45.2% | -22.8% | +5.2% |
| 1Y | +27.7% | +42.4% | -14.8% | +10.4% |
| 3Y | +78.0% | +91.0% | -13.1% | +32.5% |
| 5Y | +108.5% | +157.4% | -48.9% | +32.2% |
| All | +484.0% | +319.8% | +164.2% | +195.4% |
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