+92.0%
AMGN vs BP
+48.4%
+43.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | +12.1% | -3.1% | +15.2% | +12.2% |
| 3M | +13.6% | +6.2% | +7.5% | +12.8% |
| 6M | +43.9% | +4.8% | +39.1% | +42.8% |
| YTD | +45.9% | +35.2% | +10.8% | +38.0% |
| 1Y | +42.1% | +27.4% | +14.7% | +35.9% |
| All | +92.0% | +48.4% | +43.6% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling