+26.6%
BA vs AMGN
+316.8%
-290.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +0.9% | -0.8% | -0.2% |
| 30D | -8.9% | +12.1% | -21.1% | -12.2% |
| 3M | -25.5% | +12.2% | -37.7% | -28.6% |
| 6M | -27.0% | +42.1% | -69.1% | -35.2% |
| YTD | -20.1% | +45.0% | -65.2% | -29.8% |
| 1Y | -11.0% | +47.7% | -58.7% | -22.3% |
| 3Y | -11.8% | +90.4% | -102.2% | -31.6% |
| 5Y | -20.6% | +154.9% | -175.6% | -46.4% |
| 10Y | +26.6% | +313.6% | -287.0% | -25.3% |
| All | +26.6% | +316.8% | -290.2% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling