+63.6%
AMGN vs BROS
+62.9%
+0.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -11.6% | -6.6% | -5.1% | -11.4% |
| 30D | -5.7% | -12.3% | +6.7% | -5.2% |
| 3M | +14.2% | -22.2% | +36.4% | +15.2% |
| 6M | +5.2% | -14.3% | +19.5% | +5.5% |
| YTD | +22.0% | -26.6% | +48.5% | +22.9% |
| 1Y | +43.6% | -31.5% | +75.1% | +44.7% |
| All | +63.6% | +62.9% | +0.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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