+109.1%
AMGN vs BAX
-67.5%
+176.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.1% |
| 7D | -13.9% | -5.4% | -8.4% | -12.8% |
| 30D | -7.1% | -12.4% | +5.2% | -4.5% |
| 3M | +13.9% | +19.1% | -5.2% | +9.4% |
| 6M | +3.2% | +38.6% | -35.4% | -4.1% |
| YTD | +19.2% | +26.7% | -7.5% | +12.0% |
| 1Y | +41.1% | +1.0% | +40.1% | +38.3% |
| 3Y | +61.3% | -33.9% | +95.2% | +69.1% |
| 5Y | +109.1% | -67.0% | +176.1% | +161.2% |
| All | +109.1% | -67.5% | +176.5% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling