+91.0%
AMGN vs RGEN
+15.2%
+75.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.1% | -3.3% | +4.4% | +1.6% |
| 30D | +9.3% | -5.8% | +15.1% | +10.1% |
| 3M | +12.1% | +0.2% | +11.9% | +11.7% |
| 6M | +40.3% | +56.8% | -16.5% | +31.2% |
| YTD | +45.2% | +2.4% | +42.8% | +43.1% |
| 1Y | +42.4% | +11.4% | +31.0% | +38.7% |
| 3Y | +91.0% | +15.2% | +75.9% | +77.7% |
| All | +91.0% | +15.2% | +75.8% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling