+113.9%
AMGN vs BB
-27.9%
+141.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -11.6% | +1.8% | -13.5% | -11.7% |
| 30D | -5.7% | -12.2% | +6.6% | -5.3% |
| 3M | +14.2% | -12.3% | +26.5% | +14.2% |
| 6M | +5.2% | +122.7% | -117.5% | +0.6% |
| YTD | +22.0% | +104.5% | -82.5% | +17.1% |
| 1Y | +43.6% | +106.7% | -63.0% | +37.5% |
| 3Y | +65.0% | +70.0% | -5.0% | +56.0% |
| All | +113.9% | -27.9% | +141.8% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling