+57.7%
AMGN vs BG
+18.0%
+39.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -13.7% | +3.1% | -16.8% | -13.9% |
| 30D | -8.8% | +10.2% | -19.0% | -9.7% |
| 3M | +7.2% | -1.7% | +8.9% | +7.3% |
| 6M | +1.3% | +1.0% | +0.3% | +0.9% |
| YTD | +17.6% | +39.9% | -22.3% | +12.4% |
| 1Y | +37.2% | +53.2% | -16.1% | +29.4% |
| 3Y | +57.7% | +16.3% | +41.5% | +56.9% |
| All | +57.7% | +18.0% | +39.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling