+1,771.1%
AMGN vs BB
+266.8%
+1,504.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.2% | -12.3% | -10.3% |
| 7D | -10.3% | +0.5% | -10.8% | -10.3% |
| 30D | -3.8% | -12.4% | +8.6% | -2.7% |
| 3M | +14.4% | -15.3% | +29.7% | +15.2% |
| 6M | +7.8% | +128.8% | -121.0% | -2.1% |
| YTD | +22.6% | +107.7% | -85.1% | +12.2% |
| 1Y | +44.2% | +103.9% | -59.7% | +31.7% |
| 3Y | +65.8% | +72.6% | -6.8% | +48.9% |
| 5Y | +108.0% | -24.3% | +132.2% | +97.0% |
| 10Y | +209.9% | +3.1% | +206.7% | +154.0% |
| All | +1,771.1% | +266.8% | +1,504.3% | +737.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling