+65.8%
AMGN vs BP
+36.5%
+29.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.4% | -12.5% | -10.3% |
| 7D | -10.3% | +0.9% | -11.2% | -10.4% |
| 30D | -3.8% | +9.1% | -12.9% | -4.7% |
| 3M | +14.4% | +3.9% | +10.5% | +13.7% |
| 6M | +7.8% | +13.6% | -5.8% | +5.1% |
| YTD | +22.6% | +34.0% | -11.4% | +16.0% |
| 1Y | +44.2% | +39.2% | +5.0% | +35.4% |
| 3Y | +65.8% | +36.4% | +29.4% | +54.1% |
| All | +65.8% | +36.5% | +29.4% | +54.1% |
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