+199.6%
AMGN vs BWA
+153.1%
+46.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -7.1% | -5.5% | -1.7% | -6.2% |
| 3M | +13.9% | -7.6% | +21.5% | +15.4% |
| 6M | +3.2% | +25.0% | -21.7% | -1.8% |
| YTD | +19.2% | +47.0% | -27.7% | +9.0% |
| 1Y | +41.1% | +54.0% | -12.9% | +27.7% |
| 3Y | +61.3% | +70.7% | -9.4% | +40.5% |
| 5Y | +109.1% | +86.7% | +22.4% | +74.5% |
| All | +199.6% | +153.1% | +46.5% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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