+60,958.4%
AMGN vs BP
+1,327.5%
+59,630.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.1% | +3.9% | -2.8% | +0.2% |
| 30D | +7.8% | +7.6% | +0.2% | +5.9% |
| 3M | +27.3% | +0.7% | +26.6% | +26.5% |
| 6M | +16.8% | +15.5% | +1.3% | +11.9% |
| YTD | +36.3% | +30.8% | +5.5% | +26.5% |
| 1Y | +60.4% | +34.3% | +26.1% | +47.7% |
| 3Y | +86.3% | +35.1% | +51.3% | +69.1% |
| 5Y | +125.7% | +126.8% | -1.2% | +75.0% |
| 10Y | +247.0% | +123.4% | +123.7% | +154.3% |
| All | +60,958.4% | +1,327.5% | +59,630.9% | +28,697.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling