+64,930.0%
AMGN vs BBWI
+1,144.0%
+63,786.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | +12.9% | -3.6% | +7.3% |
| 3M | +12.1% | +16.0% | -3.9% | +9.1% |
| 6M | +40.3% | +16.6% | +23.7% | +35.6% |
| YTD | +45.2% | +9.7% | +35.4% | +40.6% |
| 1Y | +42.4% | +1.5% | +40.9% | +38.4% |
| 3Y | +91.0% | -21.4% | +112.4% | +86.6% |
| 5Y | +157.4% | -67.6% | +224.9% | +178.1% |
| 10Y | +321.0% | -46.8% | +367.8% | +270.2% |
| All | +64,930.0% | +1,144.0% | +63,786.0% | +24,486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling