+57.7%
AMGN vs BLK
+66.0%
-8.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.8% |
| 7D | -13.7% | -3.3% | -10.4% | -12.9% |
| 30D | -8.8% | -6.5% | -2.3% | -7.2% |
| 3M | +7.2% | +6.7% | +0.5% | +5.3% |
| 6M | +1.3% | +14.7% | -13.5% | -2.7% |
| YTD | +17.6% | +2.5% | +15.1% | +15.9% |
| 1Y | +37.2% | -2.8% | +39.9% | +37.0% |
| 3Y | +57.7% | +65.9% | -8.1% | +26.8% |
| All | +57.7% | +66.0% | -8.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling