+103.4%
AMGN vs BX
+17.9%
+85.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.7% |
| 7D | -13.7% | -5.6% | -8.1% | -13.0% |
| 30D | -8.8% | -12.2% | +3.4% | -7.3% |
| 3M | +7.2% | +7.4% | -0.2% | +6.1% |
| 6M | +1.3% | +22.2% | -20.9% | -1.6% |
| YTD | +17.6% | -14.0% | +31.7% | +19.2% |
| 1Y | +37.2% | -27.3% | +64.5% | +42.0% |
| 3Y | +57.7% | +24.5% | +33.2% | +51.0% |
| All | +103.4% | +17.9% | +85.5% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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