+160.9%
AMGN vs BB
-15.6%
+176.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | +1.5% | +9.0% | -7.5% | +1.2% |
| 30D | +13.1% | +7.7% | +5.5% | +12.8% |
| 3M | +12.9% | +4.0% | +8.9% | +12.5% |
| 6M | +40.8% | +46.6% | -5.9% | +37.7% |
| YTD | +45.6% | +140.6% | -95.0% | +39.3% |
| 1Y | +42.7% | +103.1% | -60.4% | +37.4% |
| 3Y | +91.2% | +150.5% | -59.4% | +79.0% |
| All | +160.9% | -15.6% | +176.5% | +164.9% |
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