+947.6%
AMGN vs BX
+873.6%
+74.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.1% |
| 7D | -11.6% | -5.7% | -6.0% | -10.8% |
| 30D | -5.7% | -8.9% | +3.2% | -4.3% |
| 3M | +14.2% | +8.4% | +5.8% | +12.6% |
| 6M | +5.2% | +18.9% | -13.7% | +1.8% |
| YTD | +22.0% | -13.6% | +35.6% | +23.8% |
| 1Y | +43.6% | -22.4% | +66.1% | +48.1% |
| 3Y | +65.0% | +26.0% | +39.0% | +55.2% |
| 5Y | +112.0% | +18.8% | +93.3% | +95.0% |
| 10Y | +216.6% | +668.7% | -452.2% | +113.0% |
| All | +947.6% | +873.6% | +74.0% | +525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling