+103.4%
AMGN vs BNY
+256.6%
-153.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -13.7% | -1.3% | -12.4% | -13.4% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | +7.2% | +14.9% | -7.7% | +3.6% |
| 6M | +1.3% | +40.0% | -38.7% | -6.6% |
| YTD | +17.6% | +42.0% | -24.3% | +8.0% |
| 1Y | +37.2% | +56.9% | -19.7% | +22.8% |
| 3Y | +57.7% | +289.9% | -232.1% | +14.5% |
| All | +103.4% | +256.6% | -153.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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