+1,743.1%
MRVL vs AMGN
+866.9%
+876.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.7% |
| 7D | +3.2% | +1.1% | +2.1% | +2.7% |
| 30D | +5.9% | +7.8% | -1.9% | +2.6% |
| 3M | -29.3% | +27.3% | -56.6% | -36.5% |
| 6M | +186.5% | +16.8% | +169.7% | +166.7% |
| YTD | +163.4% | +36.3% | +127.1% | +129.4% |
| 1Y | +249.5% | +60.4% | +189.1% | +183.2% |
| 3Y | +289.4% | +86.3% | +203.0% | +188.0% |
| 5Y | +270.2% | +125.7% | +144.6% | +149.2% |
| 10Y | +1,748.8% | +247.0% | +1,501.8% | +909.7% |
| All | +1,743.1% | +866.9% | +876.1% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling