+64,930.0%
AMGN vs BP
+1,406.2%
+63,523.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.1% | +3.8% | -2.7% | +0.3% |
| 30D | +9.3% | -5.3% | +14.6% | +10.5% |
| 3M | +12.1% | +9.3% | +2.8% | +9.3% |
| 6M | +40.3% | +7.2% | +33.0% | +36.7% |
| YTD | +45.2% | +38.0% | +7.1% | +32.5% |
| 1Y | +42.4% | +33.2% | +9.2% | +31.0% |
| 3Y | +91.0% | +50.3% | +40.7% | +68.5% |
| 5Y | +157.4% | +114.1% | +43.3% | +102.3% |
| 10Y | +321.0% | +140.7% | +180.3% | +201.7% |
| All | +64,930.0% | +1,406.2% | +63,523.8% | +30,060.1% |
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 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