+13,164.2%
GOOG vs AMGN
+925.4%
+12,238.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.6% | -11.6% | +10.1% | +2.5% |
| 30D | -7.7% | -5.7% | -2.0% | -6.1% |
| 3M | -9.3% | +14.2% | -23.5% | -14.2% |
| 6M | +7.4% | +5.2% | +2.3% | +4.5% |
| YTD | +4.9% | +22.0% | -17.1% | -3.7% |
| 1Y | +37.2% | +43.6% | -6.4% | +18.3% |
| 3Y | +141.6% | +65.0% | +76.6% | +91.4% |
| 5Y | +128.8% | +112.0% | +16.7% | +62.2% |
| 10Y | +772.7% | +216.6% | +556.2% | +417.2% |
| All | +13,164.2% | +925.4% | +12,238.8% | +5,242.8% |
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 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