+72.3%
BA vs AMGN
+211.5%
-139.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.1% | +9.4% | +2.5% |
| 7D | +2.5% | -10.3% | +12.7% | +5.8% |
| 30D | -10.1% | -3.8% | -6.3% | -9.3% |
| 3M | -2.4% | +14.4% | -16.8% | -7.0% |
| 6M | -8.8% | +7.8% | -16.6% | -11.5% |
| YTD | -2.9% | +22.6% | -25.5% | -9.8% |
| 1Y | -8.8% | +44.2% | -53.0% | -19.9% |
| 3Y | -0.3% | +65.8% | -66.1% | -19.2% |
| 5Y | -0.3% | +108.0% | -108.3% | -27.4% |
| 10Y | +72.3% | +209.9% | -137.5% | +8.9% |
| All | +72.3% | +211.5% | -139.2% | +8.9% |
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