+195.5%
AMGN vs GSK
+80.1%
+115.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -13.7% | -3.5% | -10.2% | -12.0% |
| 30D | -8.8% | -3.4% | -5.4% | -7.1% |
| 3M | +7.2% | -8.1% | +15.3% | +11.8% |
| 6M | +1.3% | -11.1% | +12.4% | +7.3% |
| YTD | +17.6% | +0.7% | +16.9% | +17.3% |
| 1Y | +37.2% | +20.1% | +17.0% | +25.3% |
| 3Y | +57.7% | +46.1% | +11.6% | +28.6% |
| 5Y | +106.3% | +48.2% | +58.0% | +61.8% |
| All | +195.5% | +80.1% | +115.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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