-16.1%
BA vs AMGN
+92.3%
-108.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.6% | +1.5% | -2.0% | -0.8% |
| 30D | -8.0% | +13.1% | -21.1% | -9.8% |
| 3M | -25.8% | +12.9% | -38.7% | -27.4% |
| 6M | -27.6% | +40.8% | -68.3% | -32.0% |
| YTD | -21.0% | +45.6% | -66.6% | -26.0% |
| 1Y | -12.3% | +42.7% | -55.0% | -17.6% |
| All | -16.1% | +92.3% | -108.5% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling