+199.6%
AMGN vs BN
+263.5%
-64.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -13.9% | -5.9% | -8.0% | -12.4% |
| 30D | -7.1% | -15.1% | +7.9% | -3.1% |
| 3M | +13.9% | -14.6% | +28.5% | +18.6% |
| 6M | +3.2% | -8.4% | +11.7% | +5.2% |
| YTD | +19.2% | -16.8% | +36.1% | +24.2% |
| 1Y | +41.1% | -14.4% | +55.5% | +45.6% |
| 3Y | +61.3% | +70.1% | -8.8% | +34.9% |
| 5Y | +109.1% | +33.5% | +75.5% | +82.7% |
| All | +199.6% | +263.5% | -64.0% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling