+562.0%
GLW vs AMGN
+320.4%
+241.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.5% |
| 30D | -18.2% | +12.1% | -30.3% | -22.0% |
| 3M | -24.2% | +13.6% | -37.8% | -28.9% |
| 6M | -41.7% | +43.9% | -85.7% | -51.4% |
| YTD | +38.3% | +45.9% | -7.6% | +14.7% |
| 1Y | +38.2% | +42.1% | -4.0% | +15.8% |
| 3Y | +363.4% | +91.6% | +271.8% | +223.9% |
| 5Y | +254.6% | +158.5% | +96.1% | +103.7% |
| 10Y | +562.0% | +323.2% | +238.7% | +213.5% |
| All | +562.0% | +320.4% | +241.6% | +213.5% |
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