+63.6%
AMGN vs GSK
+48.7%
+14.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -11.6% | -3.6% | -8.1% | -9.9% |
| 30D | -5.7% | -5.9% | +0.3% | -2.6% |
| 3M | +14.2% | -4.3% | +18.5% | +16.8% |
| 6M | +5.2% | -10.8% | +16.0% | +11.2% |
| YTD | +22.0% | +1.8% | +20.2% | +21.5% |
| 1Y | +43.6% | +23.5% | +20.2% | +30.8% |
| All | +63.6% | +48.7% | +14.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling