+54,540.1%
AMGN vs BDX
+5,237.1%
+49,303.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -11.6% | -3.6% | -8.1% | -10.3% |
| 30D | -5.7% | +0.7% | -6.4% | -5.8% |
| 3M | +14.2% | +19.0% | -4.7% | +6.8% |
| 6M | +5.2% | +10.8% | -5.6% | +0.8% |
| YTD | +22.0% | +20.1% | +1.8% | +13.0% |
| 1Y | +43.6% | +23.1% | +20.6% | +31.7% |
| 3Y | +65.0% | -8.8% | +73.8% | +66.9% |
| 5Y | +112.0% | -1.4% | +113.5% | +105.8% |
| 10Y | +216.6% | +60.5% | +156.0% | +148.5% |
| All | +54,540.1% | +5,237.1% | +49,303.0% | +9,784.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling