+51.3%
GEV vs AMGN
+39.2%
+12.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.7% |
| 7D | +1.6% | -13.7% | +15.3% | +2.8% |
| 30D | -7.9% | -8.8% | +0.9% | -7.5% |
| 3M | +5.6% | +7.2% | -1.6% | +2.9% |
| 6M | +13.1% | +1.3% | +11.8% | +10.8% |
| YTD | +46.7% | +17.6% | +29.1% | +41.2% |
| 1Y | +51.3% | +37.2% | +14.1% | +38.4% |
| All | +51.3% | +39.2% | +12.1% | +38.4% |
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