+421.2%
GLW vs AMGN
+90.9%
+330.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.0% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | -1.3% | +7.8% | -9.2% | -3.1% |
| 3M | -21.8% | +27.3% | -49.1% | -26.7% |
| 6M | +6.9% | +16.8% | -9.9% | +2.4% |
| YTD | +77.2% | +36.3% | +40.8% | +64.2% |
| 1Y | +123.2% | +60.4% | +62.8% | +98.6% |
| All | +421.2% | +90.9% | +330.3% | +348.3% |
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