+65.7%
AMGN vs BN
-3.9%
+69.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.3% | +2.5% |
| 7D | +5.9% | +12.0% | -6.1% | +3.5% |
| 30D | +18.7% | +17.0% | +1.7% | +15.0% |
| 3M | +23.4% | -3.2% | +26.6% | +23.3% |
| 6M | +49.7% | -3.9% | +53.6% | +49.6% |
| YTD | +49.2% | -5.6% | +54.8% | +46.3% |
| 1Y | +65.7% | -4.7% | +70.5% | +62.1% |
| All | +65.7% | -3.9% | +69.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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