+761.6%
AMGN vs GRMN
+6,622.3%
-5,860.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -10.0% |
| 7D | -10.3% | +0.2% | -10.4% | -10.3% |
| 30D | -3.8% | -11.3% | +7.6% | -1.7% |
| 3M | +14.4% | +17.7% | -3.3% | +10.5% |
| 6M | +7.8% | +14.2% | -6.3% | +4.7% |
| YTD | +22.6% | +37.0% | -14.4% | +14.9% |
| 1Y | +44.2% | +17.0% | +27.2% | +38.8% |
| 3Y | +65.8% | +183.2% | -117.4% | +32.7% |
| 5Y | +108.0% | +77.3% | +30.7% | +79.6% |
| 10Y | +209.9% | +630.9% | -421.0% | +106.3% |
| All | +761.6% | +6,622.3% | -5,860.7% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling