+427.0%
GE vs AMGN
+155.5%
+271.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +4.0% | -2.2% | +6.2% | +4.6% |
| 30D | +11.1% | +12.1% | -1.1% | +8.2% |
| 3M | -6.7% | +13.6% | -20.4% | -9.8% |
| 6M | +14.3% | +43.9% | -29.7% | +4.0% |
| YTD | +11.7% | +45.9% | -34.2% | +1.6% |
| 1Y | +10.9% | +42.1% | -31.2% | +1.4% |
| 3Y | +279.0% | +91.6% | +187.4% | +213.7% |
| 5Y | +427.0% | +158.5% | +268.5% | +271.6% |
| All | +427.0% | +155.5% | +271.5% | +271.6% |
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