+384.8%
V vs AMGN
+210.7%
+174.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -2.9% | -11.6% | +8.7% | +1.2% |
| 30D | +1.9% | -5.7% | +7.5% | +3.7% |
| 3M | +13.2% | +14.2% | -1.0% | +7.4% |
| 6M | +16.7% | +5.2% | +11.5% | +13.8% |
| YTD | +5.4% | +22.0% | -16.6% | -3.2% |
| 1Y | +7.7% | +43.6% | -36.0% | -7.5% |
| 3Y | +52.0% | +65.0% | -13.0% | +19.8% |
| 5Y | +67.7% | +112.0% | -44.3% | +16.1% |
| 10Y | +384.8% | +216.6% | +168.2% | +184.3% |
| All | +384.8% | +210.7% | +174.1% | +184.3% |
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