+65.7%
AMGN vs GEN
+20.2%
+45.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.2% | +3.5% |
| 7D | +5.9% | +26.9% | -21.0% | +4.8% |
| 30D | +18.7% | +38.6% | -19.9% | +17.3% |
| 3M | +23.4% | +9.7% | +13.6% | +22.9% |
| 6M | +49.7% | +58.9% | -9.2% | +44.2% |
| YTD | +49.2% | +15.3% | +33.8% | +54.6% |
| 1Y | +65.7% | +21.8% | +44.0% | +66.2% |
| All | +65.7% | +20.2% | +45.6% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling