+1,173.1%
MRVL vs AMGN
+319.8%
+853.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +11.0% | +1.1% | +9.9% | +10.6% |
| 30D | -36.1% | +9.3% | -45.4% | -38.2% |
| 3M | -29.4% | +12.1% | -41.5% | -32.9% |
| 6M | -11.9% | +40.3% | -52.1% | -24.0% |
| YTD | +84.8% | +45.2% | +39.6% | +56.8% |
| 1Y | +79.4% | +42.4% | +37.0% | +53.4% |
| 3Y | +195.7% | +91.0% | +104.7% | +115.0% |
| 5Y | +117.2% | +157.4% | -40.2% | +33.7% |
| All | +1,173.1% | +319.8% | +853.4% | +544.6% |
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