+63.6%
AMGN vs BAX
-33.8%
+97.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -11.6% | -5.1% | -6.5% | -10.6% |
| 30D | -5.7% | -12.2% | +6.5% | -3.0% |
| 3M | +14.2% | +21.8% | -7.6% | +9.1% |
| 6M | +5.2% | +36.3% | -31.1% | -2.2% |
| YTD | +22.0% | +27.8% | -5.8% | +14.0% |
| 1Y | +43.6% | -0.1% | +43.7% | +40.9% |
| All | +63.6% | -33.8% | +97.3% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling