+28.1%
BA vs AMGN
+327.2%
-299.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -9.5% | +12.1% | -21.6% | -12.7% |
| 3M | -26.5% | +13.9% | -40.3% | -29.8% |
| 6M | -27.4% | +42.1% | -69.5% | -35.6% |
| YTD | -20.6% | +45.0% | -65.7% | -30.3% |
| 1Y | -11.4% | +49.3% | -60.7% | -23.0% |
| 3Y | -10.8% | +92.8% | -103.6% | -31.2% |
| 5Y | -21.9% | +156.7% | -178.7% | -47.5% |
| 10Y | +28.1% | +328.1% | -300.0% | -25.0% |
| All | +28.1% | +327.2% | -299.0% | -25.0% |
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