+3,388.7%
GLW vs AMGN
+67,836.6%
-64,447.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +8.9% |
| 7D | -5.9% | 0.0% | -5.8% | -5.8% |
| 30D | -26.0% | +12.1% | -38.1% | -28.6% |
| 3M | -29.9% | +13.9% | -43.8% | -33.2% |
| 6M | -37.8% | +42.1% | -79.9% | -44.9% |
| YTD | +33.1% | +45.0% | -11.9% | +17.2% |
| 1Y | +36.8% | +49.3% | -12.5% | +19.2% |
| 3Y | +356.1% | +92.8% | +263.3% | +261.3% |
| 5Y | +243.8% | +156.7% | +87.1% | +147.1% |
| 10Y | +542.4% | +328.1% | +214.3% | +297.3% |
| All | +3,388.7% | +67,836.6% | -64,447.9% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling