-8.0%
BA vs AMGN
+57.8%
-65.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.9% |
| 30D | -11.6% | +7.8% | -19.5% | -13.4% |
| 3M | -2.4% | +27.3% | -29.6% | -8.5% |
| 6M | -6.6% | +16.8% | -23.5% | -11.4% |
| YTD | -2.2% | +36.3% | -38.6% | -8.5% |
| 1Y | -8.0% | +60.4% | -68.4% | -14.6% |
| All | -8.0% | +57.8% | -65.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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