+37.2%
AMGN vs BB
+104.0%
-66.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.3% |
| 7D | -13.7% | -0.4% | -13.3% | -13.7% |
| 30D | -8.8% | -12.5% | +3.7% | -9.0% |
| 3M | +7.2% | -17.4% | +24.6% | +6.2% |
| 6M | +1.3% | +119.1% | -117.9% | -0.4% |
| YTD | +17.6% | +102.4% | -84.7% | +15.4% |
| 1Y | +37.2% | +98.2% | -61.0% | +40.0% |
| All | +37.2% | +104.0% | -66.8% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling