+65.7%
AMGN vs PBR
+74.7%
-9.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.0% | +10.7% | +3.3% |
| 7D | +5.9% | -11.0% | +16.9% | +5.2% |
| 30D | +18.7% | -18.8% | +37.5% | +17.5% |
| 3M | +23.4% | +7.8% | +15.6% | +23.2% |
| 6M | +49.7% | -7.6% | +57.3% | +50.7% |
| YTD | +49.2% | +72.7% | -23.5% | +31.4% |
| 1Y | +65.7% | +72.9% | -7.2% | +45.1% |
| All | +65.7% | +74.7% | -9.0% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling