+325.7%
AMGN vs GEN
+152.9%
+172.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | +9.3% | +27.7% | -18.4% | +5.0% |
| 3M | +12.1% | +3.3% | +8.8% | +11.0% |
| 6M | +40.3% | +31.8% | +8.5% | +32.8% |
| YTD | +45.2% | +13.5% | +31.7% | +40.4% |
| 1Y | +42.4% | +16.0% | +26.4% | +37.2% |
| 3Y | +91.0% | +70.6% | +20.5% | +71.2% |
| 5Y | +157.4% | +32.1% | +125.3% | +136.8% |
| All | +325.7% | +152.9% | +172.8% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling