+16,537.6%
AMGN vs BWA
+3,492.4%
+13,045.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -2.1% |
| 7D | +1.1% | +5.7% | -4.6% | -0.1% |
| 30D | +7.8% | +1.4% | +6.4% | +7.4% |
| 3M | +27.3% | -12.1% | +39.3% | +30.2% |
| 6M | +16.8% | +28.6% | -11.7% | +10.1% |
| YTD | +36.3% | +51.1% | -14.8% | +23.3% |
| 1Y | +60.4% | +55.9% | +4.6% | +43.9% |
| 3Y | +86.3% | +70.1% | +16.2% | +61.2% |
| 5Y | +125.7% | +90.7% | +35.0% | +86.1% |
| 10Y | +247.0% | +154.0% | +93.1% | +155.5% |
| All | +16,537.6% | +3,492.4% | +13,045.2% | +6,572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling