+52,596.3%
AMGN vs BNY
+8,074.1%
+44,522.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -13.7% | -1.3% | -12.4% | -13.3% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | +7.2% | +14.9% | -7.7% | +2.8% |
| 6M | +1.3% | +40.0% | -38.7% | -8.3% |
| YTD | +17.6% | +42.0% | -24.3% | +5.9% |
| 1Y | +37.2% | +56.9% | -19.7% | +19.9% |
| 3Y | +57.7% | +289.9% | -232.1% | +5.3% |
| 5Y | +106.3% | +259.2% | -152.9% | +38.1% |
| 10Y | +205.3% | +413.3% | -208.0% | +77.4% |
| All | +52,596.3% | +8,074.1% | +44,522.1% | +13,814.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling