+46.1%
GOOGL vs AMGN
+57.8%
-11.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -2.3% | +1.1% | -3.5% | -2.4% |
| 30D | -6.6% | +7.8% | -14.4% | -7.2% |
| 3M | -9.0% | +27.3% | -36.3% | -11.4% |
| 6M | +11.8% | +16.8% | -5.0% | +9.7% |
| YTD | +8.3% | +36.3% | -28.0% | +4.4% |
| 1Y | +46.1% | +60.4% | -14.3% | +37.4% |
| All | +46.1% | +57.8% | -11.7% | +37.4% |
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