+57.7%
AMGN vs BR
-5.3%
+63.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -13.7% | -3.0% | -10.7% | -13.0% |
| 30D | -8.8% | -0.3% | -8.5% | -8.7% |
| 3M | +7.2% | +17.3% | -10.1% | +3.4% |
| 6M | +1.3% | -6.7% | +8.0% | +3.1% |
| YTD | +17.6% | -23.4% | +41.1% | +26.5% |
| 1Y | +37.2% | -32.7% | +69.8% | +54.3% |
| 3Y | +57.7% | -5.9% | +63.6% | +53.1% |
| All | +57.7% | -5.3% | +63.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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