+52,596.3%
AMGN vs BRO
+25,535.5%
+27,060.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | -7.3% | -6.4% | -12.4% |
| 30D | -8.8% | -6.9% | -1.9% | -7.6% |
| 3M | +7.2% | +10.7% | -3.5% | +5.2% |
| 6M | +1.3% | -2.7% | +4.0% | +1.5% |
| YTD | +17.6% | -16.3% | +34.0% | +20.9% |
| 1Y | +37.2% | -29.1% | +66.3% | +45.1% |
| 3Y | +57.7% | -7.8% | +65.6% | +58.2% |
| 5Y | +106.3% | +18.7% | +87.5% | +95.5% |
| 10Y | +205.3% | +291.9% | -86.6% | +137.9% |
| All | +52,596.3% | +25,535.5% | +27,060.8% | +31,976.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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