+136.0%
GOOG vs AMGN
+103.1%
+32.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.7% |
| 7D | 0.0% | -13.7% | +13.7% | +2.2% |
| 30D | -2.0% | -8.8% | +6.8% | -0.7% |
| 3M | -5.9% | +7.2% | -13.1% | -7.4% |
| 6M | +8.9% | +1.3% | +7.6% | +8.1% |
| YTD | +7.1% | +17.6% | -10.5% | +3.3% |
| 1Y | +39.7% | +37.2% | +2.5% | +30.8% |
| 3Y | +145.8% | +57.7% | +88.1% | +115.8% |
| All | +136.0% | +103.1% | +32.9% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling