+33.2%
AMGN vs BTSG
+382.3%
-349.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -1.8% |
| 7D | -13.9% | -5.8% | -8.1% | -13.6% |
| 30D | -7.1% | 0.0% | -7.1% | -7.2% |
| 3M | +13.9% | -4.5% | +18.4% | +13.9% |
| 6M | +3.2% | +40.0% | -36.8% | 0.0% |
| YTD | +19.2% | +54.6% | -35.3% | +14.4% |
| 1Y | +41.1% | +106.1% | -65.0% | +32.1% |
| All | +33.2% | +382.3% | -349.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling