+54.0%
AMGN vs BIYA
-99.9%
+153.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +9.0% | -7.9% | +1.1% |
| 30D | +9.3% | -12.9% | +22.2% | +9.3% |
| 3M | +12.1% | -54.7% | +66.8% | +12.2% |
| 6M | +40.3% | -85.1% | +125.3% | +40.4% |
| YTD | +45.2% | -96.9% | +142.1% | +45.5% |
| 1Y | +42.4% | -98.5% | +141.0% | +43.2% |
| All | +54.0% | -99.9% | +153.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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