+54,805.5%
AMGN vs GIS
+1,482.6%
+53,322.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -9.5% |
| 7D | -10.3% | -8.3% | -2.0% | -7.1% |
| 30D | -3.8% | +2.2% | -5.9% | -4.7% |
| 3M | +14.4% | +15.7% | -1.3% | +7.3% |
| 6M | +7.8% | -12.0% | +19.8% | +12.6% |
| YTD | +22.6% | -15.0% | +37.5% | +29.2% |
| 1Y | +44.2% | -20.1% | +64.3% | +55.5% |
| 3Y | +65.8% | -34.6% | +100.4% | +91.8% |
| 5Y | +108.0% | -22.8% | +130.8% | +121.5% |
| 10Y | +209.9% | -18.5% | +228.4% | +211.1% |
| All | +54,805.5% | +1,482.6% | +53,322.9% | +14,803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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