-8.8%
BA vs AMGN
+43.8%
-52.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.1% | +9.4% | +1.6% |
| 7D | +2.5% | -10.3% | +12.7% | +4.9% |
| 30D | -10.1% | -3.8% | -6.3% | -9.7% |
| 3M | -2.4% | +14.4% | -16.8% | -6.5% |
| 6M | -8.8% | +7.8% | -16.6% | -11.8% |
| YTD | -2.9% | +22.6% | -25.5% | -7.2% |
| 1Y | -8.8% | +44.2% | -53.0% | -13.4% |
| All | -8.8% | +43.8% | -52.5% | -13.4% |
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