+2,926.4%
V vs AMGN
+1,500.9%
+1,425.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | +2.0% | +7.8% | -5.9% | -1.1% |
| 3M | +17.4% | +27.3% | -9.9% | +6.5% |
| 6M | +17.5% | +16.8% | +0.7% | +9.9% |
| YTD | +7.6% | +36.3% | -28.7% | -5.8% |
| 1Y | +7.7% | +60.4% | -52.7% | -12.1% |
| 3Y | +54.7% | +86.3% | -31.7% | +15.3% |
| 5Y | +73.0% | +125.7% | -52.6% | +17.1% |
| 10Y | +390.9% | +247.0% | +143.8% | +168.1% |
| All | +2,926.4% | +1,500.9% | +1,425.5% | +874.8% |
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 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