+113.9%
AMGN vs GRMN
+73.8%
+40.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -11.6% | -1.4% | -10.2% | -11.4% |
| 30D | -5.7% | -13.1% | +7.4% | -3.7% |
| 3M | +14.2% | +14.9% | -0.7% | +11.3% |
| 6M | +5.2% | +13.1% | -7.9% | +2.6% |
| YTD | +22.0% | +35.3% | -13.3% | +15.7% |
| 1Y | +43.6% | +16.0% | +27.6% | +39.1% |
| 3Y | +65.0% | +179.6% | -114.6% | +35.4% |
| All | +113.9% | +73.8% | +40.0% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling