+249.5%
MRVL vs AMGN
+57.8%
+191.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +5.9% | +7.8% | -1.9% | +4.9% |
| 3M | -29.3% | +27.3% | -56.6% | -32.5% |
| 6M | +186.5% | +16.8% | +169.7% | +178.8% |
| YTD | +163.4% | +36.3% | +127.1% | +153.1% |
| 1Y | +249.5% | +60.4% | +189.1% | +246.1% |
| All | +249.5% | +57.8% | +191.7% | +246.1% |
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 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