+65.7%
AMGN vs GRMN
+40.7%
+25.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +2.7% |
| 7D | +5.9% | +6.1% | -0.2% | +4.9% |
| 30D | +18.7% | +1.3% | +17.5% | +18.3% |
| 3M | +23.4% | -5.6% | +29.0% | +24.2% |
| 6M | +49.7% | +22.2% | +27.5% | +42.6% |
| YTD | +49.2% | +44.3% | +4.9% | +36.9% |
| 1Y | +65.7% | +43.1% | +22.7% | +52.7% |
| All | +65.7% | +40.7% | +25.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling