+321.2%
MRVL vs AMGN
+65.8%
+255.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.3% |
| 7D | +13.8% | -11.6% | +25.5% | +16.3% |
| 30D | +12.7% | -5.7% | +18.3% | +13.6% |
| 3M | -11.9% | +14.2% | -26.1% | -15.2% |
| 6M | +153.8% | +5.2% | +148.7% | +148.8% |
| YTD | +177.0% | +22.0% | +155.0% | +163.1% |
| 1Y | +252.3% | +43.6% | +208.7% | +222.5% |
| All | +321.2% | +65.8% | +255.4% | +258.5% |
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