+112.0%
AMGN vs BN
+33.2%
+78.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -11.6% | -3.0% | -8.6% | -11.1% |
| 30D | -5.7% | -13.0% | +7.3% | -3.0% |
| 3M | +14.2% | -15.2% | +29.4% | +18.0% |
| 6M | +5.2% | -5.9% | +11.1% | +6.2% |
| YTD | +22.0% | -15.8% | +37.8% | +25.5% |
| 1Y | +43.6% | -12.2% | +55.8% | +46.3% |
| 3Y | +65.0% | +72.2% | -7.2% | +45.7% |
| 5Y | +112.0% | +33.2% | +78.9% | +92.9% |
| All | +112.0% | +33.2% | +78.9% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling