+356.1%
GLW vs AMGN
+87.0%
+269.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +9.1% |
| 7D | -5.9% | 0.0% | -5.8% | -5.8% |
| 30D | -26.0% | +12.1% | -38.1% | -27.1% |
| 3M | -29.9% | +13.9% | -43.8% | -31.7% |
| 6M | -37.8% | +42.1% | -79.9% | -43.1% |
| YTD | +33.1% | +45.0% | -11.9% | +22.1% |
| 1Y | +36.8% | +49.3% | -12.5% | +24.4% |
| 3Y | +356.1% | +92.8% | +263.3% | +267.3% |
| All | +356.1% | +87.0% | +269.0% | +267.3% |
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