+64,930.0%
AMGN vs BN
+15,531.3%
+49,398.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +9.3% | +14.0% | -4.7% | +6.1% |
| 3M | +12.1% | -9.0% | +21.1% | +14.4% |
| 6M | +40.3% | -8.8% | +49.1% | +42.8% |
| YTD | +45.2% | -10.3% | +55.4% | +47.8% |
| 1Y | +42.4% | -5.8% | +48.2% | +43.3% |
| 3Y | +91.0% | +94.8% | -3.7% | +60.8% |
| 5Y | +157.4% | +31.5% | +125.9% | +131.5% |
| 10Y | +321.0% | +291.9% | +29.1% | +188.9% |
| All | +64,930.0% | +15,531.3% | +49,398.7% | +28,115.1% |
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 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