-10.6%
BA vs AMGN
+64.6%
-75.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.4% |
| 7D | +5.9% | +5.9% | 0.0% | +4.8% |
| 30D | -8.2% | +18.7% | -26.9% | -11.2% |
| 3M | -25.4% | +23.4% | -48.8% | -29.2% |
| 6M | -20.0% | +49.7% | -69.8% | -28.3% |
| YTD | -18.5% | +49.2% | -67.7% | -25.3% |
| 1Y | -10.6% | +65.7% | -76.4% | -19.2% |
| All | -10.6% | +64.6% | -75.3% | -19.2% |
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