+65.7%
AMGN vs BLK
+17.9%
+47.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.7% | +2.8% |
| 7D | +5.9% | +5.7% | +0.2% | +4.9% |
| 30D | +18.7% | +14.8% | +3.9% | +16.1% |
| 3M | +23.4% | +8.8% | +14.6% | +21.5% |
| 6M | +49.7% | +17.6% | +32.1% | +46.0% |
| YTD | +49.2% | +16.3% | +32.9% | +43.7% |
| 1Y | +65.7% | +18.0% | +47.8% | +58.3% |
| All | +65.7% | +17.9% | +47.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling