+3.6%
GOOG vs AMGN
+64.6%
-61.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +3.1% |
| 7D | -10.7% | +5.9% | -16.6% | -11.0% |
| 30D | -16.4% | +18.7% | -35.2% | -17.3% |
| 3M | -23.4% | +23.4% | -46.8% | -24.4% |
| 6M | -24.2% | +49.7% | -74.0% | -27.5% |
| YTD | -8.3% | +49.2% | -57.4% | -11.8% |
| 1Y | +3.6% | +65.7% | -62.1% | -2.8% |
| All | +3.6% | +64.6% | -61.0% | -2.8% |
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