+109.1%
AMGN vs BHP
+112.0%
-2.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.5% |
| 7D | -13.9% | -3.7% | -10.2% | -13.4% |
| 30D | -7.1% | -0.8% | -6.3% | -7.1% |
| 3M | +13.9% | +7.6% | +6.3% | +12.5% |
| 6M | +3.2% | +20.8% | -17.6% | -0.1% |
| YTD | +19.2% | +50.8% | -31.5% | +11.6% |
| 1Y | +41.1% | +70.9% | -29.8% | +29.5% |
| 3Y | +61.3% | +78.0% | -16.7% | +46.0% |
| 5Y | +109.1% | +113.1% | -4.0% | +86.6% |
| All | +109.1% | +112.0% | -2.9% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling