+84.6%
AMGN vs B
+165.5%
-80.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.2% | +9.6% | -10.8% | -2.4% |
| 30D | +11.5% | +3.5% | +7.9% | +10.8% |
| 3M | +14.4% | -1.6% | +16.0% | +14.3% |
| 6M | +40.9% | -1.7% | +42.6% | +40.2% |
| YTD | +43.5% | -5.3% | +48.9% | +42.6% |
| 1Y | +49.9% | +27.2% | +22.7% | +42.4% |
| 3Y | +84.6% | +166.1% | -81.5% | +54.2% |
| All | +84.6% | +165.5% | -80.8% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling