+37.2%
AMGN vs BHP
+70.6%
-33.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | -3.6% | -10.1% | -13.3% |
| 30D | -8.8% | -1.2% | -7.6% | -8.7% |
| 3M | +7.2% | +1.2% | +6.0% | +7.0% |
| 6M | +1.3% | +21.4% | -20.1% | -2.4% |
| YTD | +17.6% | +50.4% | -32.8% | +11.4% |
| 1Y | +37.2% | +67.5% | -30.3% | +29.7% |
| All | +37.2% | +70.6% | -33.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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