+717.9%
AMGN vs BRKR
+172.5%
+545.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | -8.7% | -5.0% | -12.7% |
| 30D | -8.8% | -9.9% | +1.1% | -7.7% |
| 3M | +7.2% | -3.1% | +10.3% | +6.7% |
| 6M | +1.3% | +45.5% | -44.2% | -5.0% |
| YTD | +17.6% | +13.7% | +4.0% | +13.7% |
| 1Y | +37.2% | +67.4% | -30.3% | +25.7% |
| 3Y | +57.7% | -13.2% | +71.0% | +54.2% |
| 5Y | +106.3% | -39.5% | +145.7% | +108.0% |
| 10Y | +205.3% | +153.5% | +51.8% | +153.6% |
| All | +717.9% | +172.5% | +545.4% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling