+60,958.4%
AMGN vs BN
+15,251.3%
+45,707.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | -2.5% | +3.6% | +1.6% |
| 30D | +7.8% | -9.5% | +17.3% | +10.2% |
| 3M | +27.3% | -10.4% | +37.6% | +30.3% |
| 6M | +16.8% | -6.4% | +23.2% | +18.1% |
| YTD | +36.3% | -11.9% | +48.2% | +39.3% |
| 1Y | +60.4% | -8.6% | +69.0% | +62.3% |
| 3Y | +86.3% | +77.6% | +8.8% | +59.8% |
| 5Y | +125.7% | +37.0% | +88.6% | +100.9% |
| 10Y | +247.0% | +266.4% | -19.4% | +141.5% |
| All | +60,958.4% | +15,251.3% | +45,707.1% | +26,503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling