+103.4%
AMGN vs BTG
+78.0%
+25.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -13.7% | -3.8% | -9.9% | -13.4% |
| 30D | -8.8% | +3.6% | -12.4% | -9.1% |
| 3M | +7.2% | +32.0% | -24.8% | +4.5% |
| 6M | +1.3% | +3.4% | -2.1% | +0.3% |
| YTD | +17.6% | +20.8% | -3.1% | +14.8% |
| 1Y | +37.2% | +22.4% | +14.8% | +33.1% |
| 3Y | +57.7% | +91.7% | -34.0% | +45.6% |
| All | +103.4% | +78.0% | +25.4% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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