+126.0%
GOOGL vs AMGN
+91.8%
+34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +3.9% | +1.1% | +2.7% | +3.8% |
| 30D | -14.9% | +9.3% | -24.2% | -15.4% |
| 3M | -14.6% | +12.1% | -26.6% | -15.2% |
| 6M | -26.4% | +40.3% | -66.7% | -28.3% |
| YTD | -5.3% | +45.2% | -50.5% | -7.9% |
| 1Y | +6.5% | +42.4% | -36.0% | +3.7% |
| 3Y | +126.0% | +91.0% | +35.0% | +115.2% |
| All | +126.0% | +91.8% | +34.3% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling