+67.1%
V vs AMGN
+107.5%
-40.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.1% | +8.4% | +0.5% |
| 7D | -1.1% | -10.3% | +9.2% | +1.2% |
| 30D | +1.9% | -3.8% | +5.7% | +2.6% |
| 3M | +15.5% | +14.4% | +1.1% | +11.8% |
| 6M | +16.6% | +7.8% | +8.8% | +14.3% |
| YTD | +5.7% | +22.6% | -16.8% | +0.2% |
| 1Y | +8.6% | +44.2% | -35.7% | -1.4% |
| 3Y | +52.5% | +65.8% | -13.3% | +31.0% |
| 5Y | +67.1% | +108.0% | -40.8% | +31.8% |
| All | +67.1% | +107.5% | -40.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling