+900.7%
AMGN vs GNRC
+2,082.9%
-1,182.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.7% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | -15.7% | +6.9% | -6.8% |
| 3M | +7.2% | -27.3% | +34.5% | +11.3% |
| 6M | +1.3% | -12.1% | +13.3% | +1.8% |
| YTD | +17.6% | +37.1% | -19.5% | +10.5% |
| 1Y | +37.2% | -0.5% | +37.6% | +34.3% |
| 3Y | +57.7% | +61.5% | -3.8% | +41.0% |
| 5Y | +106.3% | -58.6% | +164.8% | +117.1% |
| 10Y | +205.3% | +446.3% | -241.0% | +87.1% |
| All | +900.7% | +2,082.9% | -1,182.2% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling