+60,958.4%
AMGN vs GEN
+8,838.8%
+52,119.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +7.8% | +10.1% | -2.3% | +6.2% |
| 3M | +27.3% | +16.1% | +11.2% | +24.2% |
| 6M | +16.8% | +38.9% | -22.0% | +10.5% |
| YTD | +36.3% | +14.4% | +21.9% | +32.5% |
| 1Y | +60.4% | +5.9% | +54.6% | +57.7% |
| 3Y | +86.3% | +58.8% | +27.6% | +71.2% |
| 5Y | +125.7% | +24.7% | +101.0% | +112.2% |
| 10Y | +247.0% | +163.1% | +84.0% | +182.2% |
| All | +60,958.4% | +8,838.8% | +52,119.6% | +23,558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling