+869.5%
AMGN vs BR
+1,281.7%
-412.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -11.6% | -5.0% | -6.6% | -10.0% |
| 30D | -5.7% | -2.5% | -3.2% | -4.8% |
| 3M | +14.2% | +13.5% | +0.7% | +9.1% |
| 6M | +5.2% | -9.4% | +14.6% | +8.0% |
| YTD | +22.0% | -23.3% | +45.3% | +32.1% |
| 1Y | +43.6% | -31.6% | +75.2% | +61.9% |
| 3Y | +65.0% | -5.1% | +70.1% | +63.8% |
| 5Y | +112.0% | +8.2% | +103.9% | +96.4% |
| 10Y | +216.6% | +189.8% | +26.7% | +101.4% |
| All | +869.5% | +1,281.7% | -412.2% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling