+20.0%
GE vs AMGN
+57.8%
-37.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.6% | +7.8% | -19.4% | -13.5% |
| 3M | +3.0% | +27.3% | -24.2% | -4.5% |
| 6M | -0.5% | +16.8% | -17.4% | -6.0% |
| YTD | +9.7% | +36.3% | -26.6% | +1.7% |
| 1Y | +20.0% | +60.4% | -40.4% | +8.9% |
| All | +20.0% | +57.8% | -37.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling