+3,306.4%
V vs AMGN
+1,603.5%
+1,702.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.5% |
| 7D | -0.8% | 0.0% | -0.7% | -0.7% |
| 30D | +9.5% | +12.1% | -2.6% | +4.8% |
| 3M | +16.7% | +13.9% | +2.8% | +10.4% |
| 6M | +32.9% | +42.1% | -9.2% | +15.0% |
| YTD | +21.1% | +45.0% | -24.0% | +3.1% |
| 1Y | +26.6% | +49.3% | -22.7% | +6.4% |
| 3Y | +78.4% | +92.8% | -14.4% | +31.2% |
| 5Y | +105.5% | +156.7% | -51.3% | +31.5% |
| 10Y | +444.2% | +328.1% | +116.1% | +173.1% |
| All | +3,306.4% | +1,603.5% | +1,702.9% | +966.7% |
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