+185.8%
GS vs AMGN
+86.0%
+99.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | -2.4% | +11.5% | -13.9% | -4.2% |
| 3M | -15.7% | +14.4% | -30.1% | -17.9% |
| 6M | -6.8% | +40.9% | -47.7% | -13.2% |
| YTD | -0.1% | +43.5% | -43.6% | -7.6% |
| 1Y | +12.1% | +49.9% | -37.8% | +2.4% |
| 3Y | +185.8% | +84.6% | +101.2% | +139.1% |
| All | +185.8% | +86.0% | +99.7% | +139.1% |
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