+867.9%
GLW vs AMGN
+210.7%
+657.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +16.9% | -11.6% | +28.5% | +22.0% |
| 30D | +7.0% | -5.7% | +12.7% | +8.4% |
| 3M | -3.0% | +14.2% | -17.2% | -10.3% |
| 6M | +31.0% | +5.2% | +25.8% | +25.5% |
| YTD | +93.4% | +22.0% | +71.4% | +73.5% |
| 1Y | +134.7% | +43.6% | +91.1% | +94.3% |
| 3Y | +471.8% | +65.0% | +406.8% | +326.7% |
| 5Y | +394.5% | +112.0% | +282.4% | +215.0% |
| 10Y | +867.9% | +216.6% | +651.4% | +413.2% |
| All | +867.9% | +210.7% | +657.2% | +413.2% |
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