+57.7%
AMGN vs BKR
+68.5%
-10.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -13.7% | -7.0% | -6.7% | -12.8% |
| 30D | -8.8% | -8.1% | -0.7% | -7.7% |
| 3M | +7.2% | -6.6% | +13.8% | +8.2% |
| 6M | +1.3% | +0.9% | +0.4% | +0.5% |
| YTD | +17.6% | +31.1% | -13.4% | +11.5% |
| 1Y | +37.2% | +27.7% | +9.5% | +30.3% |
| 3Y | +57.7% | +71.2% | -13.5% | +38.7% |
| All | +57.7% | +68.5% | -10.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling