+60,958.4%
AMGN vs RGEN
+1,576.0%
+59,382.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +1.1% | -4.9% | +6.0% | +1.4% |
| 30D | +7.8% | +5.7% | +2.2% | +7.4% |
| 3M | +27.3% | +32.4% | -5.2% | +24.9% |
| 6M | +16.8% | +33.2% | -16.4% | +14.5% |
| YTD | +36.3% | +2.3% | +34.0% | +35.6% |
| 1Y | +60.4% | +39.0% | +21.4% | +56.6% |
| 3Y | +86.3% | -4.6% | +91.0% | +83.6% |
| 5Y | +125.7% | -42.7% | +168.3% | +125.3% |
| 10Y | +247.0% | +433.6% | -186.6% | +202.3% |
| All | +60,958.4% | +1,576.0% | +59,382.4% | +35,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling