+54,540.2%
AMGN vs BBY
+73,712.5%
-19,172.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -11.6% | +1.2% | -12.8% | -11.8% |
| 30D | -5.7% | +6.8% | -12.5% | -6.5% |
| 3M | +14.2% | +18.7% | -4.5% | +11.5% |
| 6M | +5.2% | +37.3% | -32.1% | +0.4% |
| YTD | +22.0% | +35.3% | -13.3% | +16.4% |
| 1Y | +43.6% | +20.7% | +23.0% | +39.0% |
| 3Y | +65.0% | +39.4% | +25.6% | +54.2% |
| 5Y | +112.0% | -1.5% | +113.5% | +103.9% |
| 10Y | +216.6% | +239.8% | -23.3% | +151.3% |
| All | +54,540.2% | +73,712.5% | -19,172.3% | +21,311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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