+38.2%
GLW vs AMGN
+48.8%
-10.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.4% |
| 7D | +1.4% | -2.2% | +3.6% | +1.3% |
| 30D | -18.2% | +12.1% | -30.3% | -17.5% |
| 3M | -24.2% | +13.6% | -37.8% | -24.3% |
| 6M | -41.7% | +43.9% | -85.7% | -46.9% |
| YTD | +38.3% | +45.9% | -7.6% | +33.3% |
| 1Y | +38.2% | +42.1% | -4.0% | +32.8% |
| All | +38.2% | +48.8% | -10.6% | +32.8% |
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