+109.1%
AMGN vs BP
+139.4%
-30.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -13.9% | +5.7% | -19.6% | -14.3% |
| 30D | -7.1% | +8.1% | -15.2% | -7.7% |
| 3M | +13.9% | +8.6% | +5.3% | +13.0% |
| 6M | +3.2% | +18.1% | -14.9% | +1.2% |
| YTD | +19.2% | +37.6% | -18.4% | +14.9% |
| 1Y | +41.1% | +39.4% | +1.7% | +35.8% |
| 3Y | +61.3% | +40.1% | +21.2% | +53.2% |
| 5Y | +109.1% | +141.3% | -32.3% | +85.3% |
| All | +109.1% | +139.4% | -30.3% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling