+37.2%
AMGN vs BAX
-0.4%
+37.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.0% |
| 7D | -13.7% | -7.9% | -5.8% | -12.2% |
| 30D | -8.8% | -11.7% | +2.9% | -6.5% |
| 3M | +7.2% | +16.2% | -9.0% | +3.7% |
| 6M | +1.3% | +32.0% | -30.7% | -4.7% |
| YTD | +17.6% | +24.7% | -7.1% | +10.5% |
| 1Y | +37.2% | -2.6% | +39.8% | +36.5% |
| All | +37.2% | -0.4% | +37.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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