+4,542.6%
GLW vs AMGN
+63,747.9%
-59,205.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.2% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | -1.3% | +7.8% | -9.2% | -3.8% |
| 3M | -21.8% | +27.3% | -49.1% | -27.9% |
| 6M | +6.9% | +16.8% | -9.9% | +1.2% |
| YTD | +77.2% | +36.3% | +40.8% | +59.9% |
| 1Y | +123.2% | +60.4% | +62.8% | +91.0% |
| 3Y | +400.0% | +86.3% | +313.7% | +302.0% |
| 5Y | +342.8% | +125.7% | +217.1% | +233.0% |
| 10Y | +771.4% | +247.0% | +524.4% | +474.4% |
| All | +4,542.6% | +63,747.9% | -59,205.3% | +835.1% |
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