+239.0%
MRVL vs AMGN
+40.4%
+198.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.2% |
| 7D | +8.7% | -13.9% | +22.6% | +10.4% |
| 30D | +6.9% | -7.1% | +14.0% | +7.4% |
| 3M | -10.1% | +13.9% | -24.0% | -13.7% |
| 6M | +143.4% | +3.2% | +140.2% | +139.4% |
| YTD | +167.5% | +19.2% | +148.2% | +159.1% |
| 1Y | +239.0% | +41.1% | +197.8% | +238.0% |
| All | +239.0% | +40.4% | +198.6% | +238.0% |
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