+417.9%
GE vs AMGN
+107.3%
+310.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.7% |
| 7D | -1.2% | -11.6% | +10.4% | +1.6% |
| 30D | -11.3% | -5.7% | -5.6% | -10.3% |
| 3M | -1.4% | +14.2% | -15.6% | -5.2% |
| 6M | +1.2% | +5.2% | -4.0% | -0.8% |
| YTD | +5.9% | +22.0% | -16.1% | +0.3% |
| 1Y | +18.4% | +43.6% | -25.2% | +7.6% |
| 3Y | +271.0% | +65.0% | +206.0% | +215.5% |
| 5Y | +417.9% | +112.0% | +305.9% | +292.9% |
| All | +417.9% | +107.3% | +310.6% | +292.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling