+160.1%
AMGN vs BROS
-43.5%
+203.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.5% |
| 7D | +1.1% | +6.3% | -5.2% | +0.9% |
| 30D | +9.3% | -8.3% | +17.6% | +9.6% |
| 3M | +12.1% | -29.8% | +41.9% | +13.4% |
| 6M | +40.3% | -25.8% | +66.1% | +41.4% |
| YTD | +45.2% | -41.4% | +86.5% | +47.2% |
| 1Y | +42.4% | -35.2% | +77.6% | +44.0% |
| 3Y | +91.0% | +32.8% | +58.3% | +86.6% |
| All | +160.1% | -43.5% | +203.6% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling