+31.4%
AMGN vs BTSG
+389.4%
-358.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -13.7% | -3.3% | -10.4% | -13.5% |
| 30D | -8.8% | -1.6% | -7.2% | -8.8% |
| 3M | +7.2% | -6.9% | +14.1% | +7.4% |
| 6M | +1.3% | +42.1% | -40.8% | -2.0% |
| YTD | +17.6% | +56.8% | -39.2% | +12.8% |
| 1Y | +37.2% | +109.8% | -72.7% | +28.2% |
| All | +31.4% | +389.4% | -358.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling