+2,841.0%
GE vs AMGN
+67,900.9%
-65,059.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.7% | +1.1% | +1.5% | +2.4% |
| 30D | +8.1% | +9.3% | -1.2% | +5.6% |
| 3M | -7.9% | +12.1% | -20.0% | -10.9% |
| 6M | +12.9% | +40.3% | -27.4% | +2.8% |
| YTD | +8.2% | +45.2% | -37.0% | -2.5% |
| 1Y | +9.7% | +42.4% | -32.8% | -0.7% |
| 3Y | +266.1% | +91.0% | +175.1% | +202.0% |
| 5Y | +407.4% | +157.4% | +250.0% | +284.6% |
| 10Y | +150.3% | +321.0% | -170.7% | +65.5% |
| All | +2,841.0% | +67,900.9% | -65,059.9% | +575.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling