+195.5%
AMGN vs RGEN
+415.7%
-220.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -13.7% | -1.4% | -12.3% | -13.5% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | +7.2% | +23.9% | -16.7% | +3.6% |
| 6M | +1.3% | +38.5% | -37.3% | -4.2% |
| YTD | +17.6% | +0.8% | +16.8% | +16.4% |
| 1Y | +37.2% | +38.2% | -1.0% | +29.2% |
| 3Y | +57.7% | +1.3% | +56.4% | +50.5% |
| 5Y | +106.3% | -44.0% | +150.3% | +109.8% |
| All | +195.5% | +415.7% | -220.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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