+643.2%
GEV vs AMGN
+49.0%
+594.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -10.1% | +13.2% | +4.3% |
| 7D | +8.1% | -10.3% | +18.4% | +9.4% |
| 30D | -1.9% | -3.8% | +1.8% | -1.8% |
| 3M | +4.1% | +14.4% | -10.3% | +1.2% |
| 6M | +23.2% | +7.8% | +15.4% | +20.8% |
| YTD | +48.9% | +22.6% | +26.3% | +43.4% |
| 1Y | +62.2% | +44.2% | +18.0% | +52.0% |
| All | +643.2% | +49.0% | +594.2% | +559.0% |
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