+64,930.0%
AMGN vs RGEN
+1,577.9%
+63,352.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +1.1% | -3.3% | +4.4% | +1.3% |
| 30D | +9.3% | -5.8% | +15.1% | +9.6% |
| 3M | +12.1% | +0.2% | +11.9% | +11.9% |
| 6M | +40.3% | +56.8% | -16.5% | +36.2% |
| YTD | +45.2% | +2.4% | +42.8% | +44.3% |
| 1Y | +42.4% | +11.4% | +31.0% | +40.8% |
| 3Y | +91.0% | +15.2% | +75.9% | +86.4% |
| 5Y | +157.4% | -35.1% | +192.5% | +155.1% |
| 10Y | +321.0% | +419.6% | -98.6% | +266.9% |
| All | +64,930.0% | +1,577.9% | +63,352.1% | +37,581.5% |
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 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