+53,311.3%
AMGN vs BKR
+528.0%
+52,783.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.4% | -1.3% |
| 7D | -13.9% | -6.7% | -7.2% | -13.1% |
| 30D | -7.1% | -8.3% | +1.2% | -6.0% |
| 3M | +13.9% | -5.4% | +19.3% | +14.6% |
| 6M | +3.2% | +0.8% | +2.4% | +2.6% |
| YTD | +19.2% | +31.8% | -12.6% | +14.0% |
| 1Y | +41.1% | +28.6% | +12.6% | +35.2% |
| 3Y | +61.3% | +71.2% | -9.9% | +46.7% |
| 5Y | +109.1% | +179.2% | -70.2% | +73.4% |
| 10Y | +209.4% | +124.0% | +85.5% | +149.1% |
| All | +53,311.3% | +528.0% | +52,783.3% | +32,915.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling