+1,164.5%
AMGN vs BTG
+385.9%
+778.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | -11.6% | +2.4% | -14.0% | -11.7% |
| 30D | -5.7% | +9.5% | -15.2% | -5.9% |
| 3M | +14.2% | +38.5% | -24.3% | +13.3% |
| 6M | +5.2% | +5.6% | -0.5% | +4.8% |
| YTD | +22.0% | +23.9% | -1.9% | +21.1% |
| 1Y | +43.6% | +32.1% | +11.5% | +42.3% |
| 3Y | +65.0% | +103.2% | -38.2% | +61.7% |
| 5Y | +112.0% | +79.7% | +32.3% | +107.8% |
| 10Y | +216.6% | +159.1% | +57.4% | +209.6% |
| All | +1,164.5% | +385.9% | +778.7% | +1,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling