+60,958.4%
AMGN vs GSK
+1,705.8%
+59,252.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | +7.8% | -2.2% | +10.0% | +8.8% |
| 3M | +27.3% | -1.8% | +29.1% | +28.2% |
| 6M | +16.8% | -10.6% | +27.4% | +22.2% |
| YTD | +36.3% | +4.4% | +31.9% | +33.8% |
| 1Y | +60.4% | +30.4% | +30.0% | +43.5% |
| 3Y | +86.3% | +60.1% | +26.3% | +51.5% |
| 5Y | +125.7% | +46.8% | +78.9% | +86.6% |
| 10Y | +247.0% | +79.2% | +167.8% | +162.4% |
| All | +60,958.4% | +1,705.8% | +59,252.5% | +16,588.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling