+3.2%
AMGN vs GNRC
-12.6%
+15.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -2.1% |
| 7D | -13.9% | -0.7% | -13.1% | -13.9% |
| 30D | -7.1% | -15.8% | +8.7% | -6.4% |
| 3M | +13.9% | -24.0% | +37.9% | +14.1% |
| 6M | +3.2% | -13.8% | +17.0% | +0.6% |
| All | +3.2% | -12.6% | +15.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 6mo: compounded portfolio wealth divided by compounded GNRC 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…
6mo analysis · Full analysis span regression · 6 months rolling