+1,321.2%
AMGN vs BNS
+1,463.9%
-142.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -11.6% | -1.3% | -10.4% | -11.3% |
| 30D | -5.7% | +4.0% | -9.7% | -7.0% |
| 3M | +14.2% | +13.8% | +0.4% | +9.3% |
| 6M | +5.2% | +32.7% | -27.5% | -4.3% |
| YTD | +22.0% | +27.6% | -5.6% | +12.2% |
| 1Y | +43.6% | +47.4% | -3.8% | +26.0% |
| 3Y | +65.0% | +129.0% | -64.0% | +24.5% |
| 5Y | +112.0% | +92.7% | +19.3% | +67.3% |
| 10Y | +216.6% | +182.1% | +34.5% | +114.3% |
| All | +1,321.2% | +1,463.9% | -142.7% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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