+105.9%
GILD vs AMGN
+59.9%
+46.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.2% |
| 7D | -4.8% | -13.7% | +8.9% | +0.9% |
| 30D | +5.8% | -8.8% | +14.6% | +9.6% |
| 3M | +14.9% | +7.2% | +7.7% | +11.4% |
| 6M | -0.4% | +1.3% | -1.6% | -1.4% |
| YTD | +18.5% | +17.6% | +0.9% | +10.6% |
| 1Y | +25.1% | +37.2% | -12.1% | +9.9% |
| 3Y | +105.9% | +57.7% | +48.2% | +68.7% |
| All | +105.9% | +59.9% | +46.0% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling