+325.7%
AMGN vs BB
+21.8%
+303.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +1.1% | +1.8% | -0.7% | +1.0% |
| 30D | +9.3% | +8.1% | +1.1% | +8.6% |
| 3M | +12.1% | -1.0% | +13.1% | +11.8% |
| 6M | +40.3% | +45.9% | -5.6% | +35.4% |
| YTD | +45.2% | +134.8% | -89.6% | +35.5% |
| 1Y | +42.4% | +104.6% | -62.2% | +33.9% |
| 3Y | +91.0% | +152.8% | -61.8% | +73.0% |
| 5Y | +157.4% | -17.4% | +174.8% | +148.5% |
| All | +325.7% | +21.8% | +303.9% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling