+112.0%
AMGN vs BBWI
-68.8%
+180.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | 0.0% |
| 7D | -11.6% | -4.4% | -7.2% | -11.3% |
| 30D | -5.7% | -7.4% | +1.7% | -5.2% |
| 3M | +14.2% | -2.2% | +16.4% | +14.1% |
| 6M | +5.2% | -16.3% | +21.5% | +6.0% |
| YTD | +22.0% | -9.1% | +31.1% | +21.9% |
| 1Y | +43.6% | -34.5% | +78.2% | +46.7% |
| 3Y | +65.0% | -47.0% | +112.0% | +69.1% |
| 5Y | +112.0% | -68.8% | +180.9% | +120.7% |
| All | +112.0% | -68.8% | +180.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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