+147.8%
GE vs AMGN
+210.3%
-62.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.4% |
| 7D | -2.8% | -13.9% | +11.1% | +1.9% |
| 30D | -11.9% | -7.1% | -4.8% | -10.1% |
| 3M | +1.8% | +13.9% | -12.1% | -3.3% |
| 6M | -0.6% | +3.2% | -3.8% | -2.4% |
| YTD | +5.5% | +19.2% | -13.7% | -1.5% |
| 1Y | +15.0% | +41.1% | -26.2% | +0.9% |
| 3Y | +269.5% | +61.3% | +208.2% | +199.7% |
| 5Y | +422.4% | +109.1% | +313.4% | +276.3% |
| All | +147.8% | +210.3% | -62.5% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling