+41.1%
AMGN vs BN
-13.5%
+54.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -13.9% | -5.9% | -8.0% | -12.8% |
| 30D | -7.1% | -15.1% | +7.9% | -4.4% |
| 3M | +13.9% | -14.6% | +28.5% | +17.1% |
| 6M | +3.2% | -8.4% | +11.7% | +4.5% |
| YTD | +19.2% | -16.8% | +36.1% | +21.2% |
| 1Y | +41.1% | -14.4% | +55.5% | +41.8% |
| All | +41.1% | -13.5% | +54.7% | +41.8% |
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