+60.4%
AMGN vs BDX
+27.3%
+33.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.0% |
| 7D | +1.1% | -2.5% | +3.6% | +2.0% |
| 30D | +7.8% | +8.3% | -0.4% | +4.9% |
| 3M | +27.3% | +24.4% | +2.9% | +17.9% |
| 6M | +16.8% | +9.2% | +7.7% | +12.9% |
| YTD | +36.3% | +22.7% | +13.6% | +25.2% |
| 1Y | +60.4% | +25.9% | +34.5% | +46.5% |
| All | +60.4% | +27.3% | +33.1% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling