+104.9%
AMGN vs BROS
+33.7%
+71.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -2.2% |
| 7D | -13.9% | -6.1% | -7.8% | -13.7% |
| 30D | -7.1% | -12.4% | +5.2% | -6.8% |
| 3M | +13.9% | -27.9% | +41.8% | +14.8% |
| 6M | +3.2% | -16.8% | +20.0% | +3.6% |
| YTD | +19.2% | -29.0% | +48.3% | +20.0% |
| 1Y | +41.1% | -33.2% | +74.3% | +42.1% |
| 3Y | +61.3% | +56.8% | +4.5% | +58.2% |
| All | +104.9% | +33.7% | +71.2% | +102.2% |
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