+112.0%
AMGN vs BWA
+89.5%
+22.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -11.6% | +0.1% | -11.8% | -11.6% |
| 30D | -5.7% | -5.6% | -0.1% | -4.9% |
| 3M | +14.2% | -10.7% | +24.9% | +16.1% |
| 6M | +5.2% | +23.2% | -18.0% | +1.2% |
| YTD | +22.0% | +46.0% | -24.0% | +13.3% |
| 1Y | +43.6% | +51.2% | -7.5% | +32.5% |
| 3Y | +65.0% | +69.6% | -4.6% | +46.4% |
| 5Y | +112.0% | +86.6% | +25.5% | +82.0% |
| All | +112.0% | +89.5% | +22.6% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling