+755.6%
GOOGL vs AMGN
+206.2%
+549.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | 0.0% | -13.7% | +13.7% | +4.5% |
| 30D | -1.4% | -8.8% | +7.4% | +1.2% |
| 3M | -5.3% | +7.2% | -12.5% | -8.2% |
| 6M | +9.8% | +1.3% | +8.5% | +8.3% |
| YTD | +8.4% | +17.6% | -9.3% | +1.1% |
| 1Y | +41.2% | +37.2% | +4.0% | +24.4% |
| 3Y | +149.6% | +57.7% | +91.8% | +100.4% |
| 5Y | +142.6% | +106.3% | +36.3% | +70.2% |
| All | +755.6% | +206.2% | +549.4% | +422.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling