+606.9%
GEV vs AMGN
+44.9%
+562.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.6% |
| 7D | -1.9% | -13.9% | +12.0% | -0.2% |
| 30D | -8.7% | -7.1% | -1.6% | -8.1% |
| 3M | +6.6% | +13.9% | -7.3% | +3.5% |
| 6M | +10.2% | +3.2% | +7.0% | +8.7% |
| YTD | +41.6% | +19.2% | +22.4% | +36.9% |
| 1Y | +43.9% | +41.1% | +2.8% | +35.2% |
| All | +606.9% | +44.9% | +562.0% | +528.9% |
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