+78.4%
V vs AMGN
+87.0%
-8.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | -0.8% | 0.0% | -0.7% | -0.8% |
| 30D | +9.5% | +12.1% | -2.6% | +7.4% |
| 3M | +16.7% | +13.9% | +2.8% | +13.9% |
| 6M | +32.9% | +42.1% | -9.2% | +24.4% |
| YTD | +21.1% | +45.0% | -24.0% | +12.5% |
| 1Y | +26.6% | +49.3% | -22.7% | +16.8% |
| 3Y | +78.4% | +92.8% | -14.4% | +53.5% |
| All | +78.4% | +87.0% | -8.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling