+159.7%
GILD vs AMGN
+206.2%
-46.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.1% |
| 7D | -4.8% | -13.7% | +8.9% | +2.1% |
| 30D | +5.8% | -8.8% | +14.6% | +10.5% |
| 3M | +14.9% | +7.2% | +7.7% | +10.5% |
| 6M | -0.4% | +1.3% | -1.6% | -1.6% |
| YTD | +18.5% | +17.6% | +0.9% | +8.4% |
| 1Y | +25.1% | +37.2% | -12.1% | +5.4% |
| 3Y | +105.9% | +57.7% | +48.2% | +57.0% |
| 5Y | +143.0% | +106.3% | +36.7% | +59.1% |
| All | +159.7% | +206.2% | -46.4% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling