+112.0%
AMGN vs GEN
+20.0%
+92.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -11.6% | -2.9% | -8.7% | -11.1% |
| 30D | -5.7% | +2.1% | -7.7% | -6.0% |
| 3M | +14.2% | +19.7% | -5.5% | +10.5% |
| 6M | +5.2% | +33.3% | -28.1% | -0.8% |
| YTD | +22.0% | +11.1% | +10.9% | +19.2% |
| 1Y | +43.6% | +3.0% | +40.6% | +42.5% |
| 3Y | +65.0% | +57.9% | +7.1% | +49.9% |
| 5Y | +112.0% | +20.6% | +91.4% | +98.0% |
| All | +112.0% | +20.0% | +92.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling