+1,256.1%
MRVL vs AMGN
+932.9%
+323.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +23.1% | +1.5% | +21.7% | +22.5% |
| 30D | -38.8% | +13.1% | -51.9% | -41.9% |
| 3M | -24.2% | +12.9% | -37.1% | -28.4% |
| 6M | 0.0% | +40.8% | -40.7% | -14.4% |
| YTD | +93.8% | +45.6% | +48.2% | +63.1% |
| 1Y | +84.4% | +42.7% | +41.7% | +56.4% |
| 3Y | +203.6% | +91.2% | +112.5% | +121.2% |
| 5Y | +127.8% | +158.1% | -30.3% | +44.3% |
| 10Y | +1,257.2% | +322.3% | +934.9% | +582.8% |
| All | +1,256.1% | +932.9% | +323.2% | +283.5% |
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 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