+1,085.5%
AMGN vs BIL
+30.4%
+1,055.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.5% |
| 30D | +7.8% | +0.3% | +7.5% | +9.3% |
| 3M | +27.3% | +0.9% | +26.3% | +32.4% |
| 6M | +16.8% | +1.8% | +15.0% | +26.1% |
| YTD | +36.3% | +2.4% | +33.9% | +50.9% |
| 1Y | +60.4% | +3.7% | +56.7% | +87.3% |
| 3Y | +86.3% | +14.2% | +72.2% | +229.9% |
| 5Y | +125.7% | +19.4% | +106.3% | +391.2% |
| 10Y | +247.0% | +25.2% | +221.8% | +845.2% |
| All | +1,085.5% | +30.4% | +1,055.1% | +3,953.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling