+60.4%
AMGN vs BRKR
+100.6%
-40.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.4% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | +7.8% | +11.5% | -3.7% | +6.6% |
| 3M | +27.3% | -2.4% | +29.6% | +26.2% |
| 6M | +16.8% | +52.3% | -35.5% | +7.3% |
| YTD | +36.3% | +24.5% | +11.8% | +29.3% |
| 1Y | +60.4% | +97.3% | -36.9% | +30.5% |
| All | +60.4% | +100.6% | -40.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling