+36.2%
AMGN vs BTSG
+416.6%
-380.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -11.6% | +2.9% | -14.5% | -11.8% |
| 30D | -5.7% | +0.9% | -6.5% | -5.8% |
| 3M | +14.2% | +1.6% | +12.6% | +13.7% |
| 6M | +5.2% | +46.8% | -41.6% | +1.6% |
| YTD | +22.0% | +65.5% | -43.5% | +16.5% |
| 1Y | +43.6% | +136.2% | -92.6% | +33.2% |
| All | +36.2% | +416.6% | -380.4% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling