+325.7%
AMGN vs BP
+141.1%
+184.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | +9.3% | -6.4% | +15.7% | +10.2% |
| 3M | +12.1% | +8.0% | +4.1% | +10.4% |
| 6M | +40.3% | +6.0% | +34.3% | +38.2% |
| YTD | +45.2% | +36.5% | +8.7% | +36.4% |
| 1Y | +42.4% | +31.7% | +10.7% | +34.6% |
| 3Y | +91.0% | +48.6% | +42.4% | +75.1% |
| 5Y | +157.4% | +111.7% | +45.7% | +116.5% |
| All | +325.7% | +141.1% | +184.6% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling