+138.3%
GOOGL vs AMGN
+106.4%
+31.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | -2.8% | -13.9% | +11.1% | -0.7% |
| 30D | -3.2% | -7.1% | +3.9% | -2.2% |
| 3M | -6.6% | +13.9% | -20.5% | -9.1% |
| 6M | +8.5% | +3.2% | +5.2% | +7.3% |
| YTD | +6.5% | +19.2% | -12.8% | +2.6% |
| 1Y | +39.4% | +41.1% | -1.7% | +30.0% |
| 3Y | +146.2% | +61.3% | +84.9% | +115.0% |
| 5Y | +138.3% | +109.1% | +29.3% | +89.5% |
| All | +138.3% | +106.4% | +31.9% | +89.5% |
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 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