+47.7%
AMGN vs B
+16.8%
+31.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.7% |
| 7D | +0.9% | +7.1% | -6.3% | 0.0% |
| 30D | +12.1% | -3.3% | +15.5% | +12.3% |
| 3M | +12.2% | -2.5% | +14.7% | +12.3% |
| 6M | +42.1% | -7.2% | +49.4% | +42.2% |
| YTD | +45.0% | -7.4% | +52.4% | +44.5% |
| 1Y | +47.7% | +16.4% | +31.3% | +45.3% |
| All | +47.7% | +16.8% | +31.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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