+40.0%
GLW vs AMGN
+41.6%
-1.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | +1.1% | +6.6% | +7.8% |
| 30D | -18.8% | +9.3% | -28.1% | -18.2% |
| 3M | -27.7% | +12.1% | -39.8% | -27.7% |
| 6M | -44.4% | +40.3% | -84.7% | -48.8% |
| YTD | +31.3% | +45.2% | -13.9% | +26.8% |
| 1Y | +40.0% | +42.4% | -2.4% | +35.0% |
| All | +40.0% | +41.6% | -1.6% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling