+199.6%
AMGN vs GRMN
+646.1%
-446.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -13.9% | -1.8% | -12.1% | -13.5% |
| 30D | -7.1% | -12.1% | +5.0% | -4.0% |
| 3M | +13.9% | +18.0% | -4.1% | +8.2% |
| 6M | +3.2% | +13.7% | -10.5% | -1.1% |
| YTD | +19.2% | +35.3% | -16.1% | +8.6% |
| 1Y | +41.1% | +17.2% | +23.9% | +33.2% |
| 3Y | +61.3% | +179.6% | -118.3% | +10.9% |
| 5Y | +109.1% | +75.6% | +33.5% | +69.4% |
| All | +199.6% | +646.1% | -446.5% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling