+920.4%
AMGN vs GRMN
+6,828.2%
-5,907.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +9.3% | +1.2% | +8.1% | +9.0% |
| 3M | +12.1% | -8.9% | +21.0% | +13.9% |
| 6M | +40.3% | +23.0% | +17.3% | +34.2% |
| YTD | +45.2% | +41.2% | +4.0% | +35.1% |
| 1Y | +42.4% | +47.5% | -5.1% | +31.4% |
| 3Y | +91.0% | +155.8% | -64.7% | +55.8% |
| 5Y | +157.4% | +120.2% | +37.2% | +113.5% |
| 10Y | +321.0% | +629.9% | -308.9% | +179.9% |
| All | +920.4% | +6,828.2% | -5,907.8% | +347.0% |
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