+65,124.1%
AMGN vs BP
+1,393.0%
+63,731.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | +13.1% | -5.6% | +18.7% | +14.5% |
| 3M | +12.9% | +8.0% | +4.8% | +10.3% |
| 6M | +40.8% | +5.7% | +35.1% | +37.7% |
| YTD | +45.6% | +36.8% | +8.8% | +33.1% |
| 1Y | +42.7% | +30.7% | +12.0% | +31.9% |
| 3Y | +91.2% | +51.6% | +39.5% | +68.2% |
| 5Y | +158.1% | +112.2% | +45.9% | +103.3% |
| 10Y | +322.3% | +138.6% | +183.7% | +203.2% |
| All | +65,124.1% | +1,393.0% | +63,731.1% | +30,211.1% |
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