+1,847.4%
MRVL vs AMGN
+210.3%
+1,637.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.6% |
| 7D | +8.7% | -13.9% | +22.6% | +14.4% |
| 30D | +6.9% | -7.1% | +14.0% | +9.4% |
| 3M | -10.1% | +13.9% | -24.0% | -15.6% |
| 6M | +143.4% | +3.2% | +140.2% | +137.3% |
| YTD | +167.5% | +19.2% | +148.2% | +145.8% |
| 1Y | +239.0% | +41.1% | +197.8% | +190.0% |
| 3Y | +311.0% | +61.3% | +249.7% | +220.8% |
| 5Y | +278.0% | +109.1% | +168.9% | +156.6% |
| All | +1,847.4% | +210.3% | +1,637.1% | +1,016.7% |
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