+154.9%
AMGN vs BIL
+19.8%
+135.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | +0.1% | +0.8% | +1.0% |
| 30D | +12.1% | 0.0% | +12.2% | +12.3% |
| 3M | +12.2% | +0.6% | +11.6% | +13.6% |
| 6M | +42.1% | +1.5% | +40.6% | +46.5% |
| YTD | +45.0% | +2.8% | +42.3% | +52.8% |
| 1Y | +47.7% | +3.3% | +44.4% | +57.5% |
| 3Y | +90.4% | +13.4% | +77.0% | +143.0% |
| 5Y | +154.9% | +19.8% | +135.1% | +357.2% |
| All | +154.9% | +19.8% | +135.1% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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