-0.9%
BA vs AMGN
+129.1%
-130.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +1.2% | +1.1% | 0.0% | +0.9% |
| 30D | -11.6% | +7.8% | -19.5% | -13.0% |
| 3M | -2.4% | +27.3% | -29.6% | -7.2% |
| 6M | -6.6% | +16.8% | -23.5% | -9.8% |
| YTD | -2.2% | +36.3% | -38.6% | -8.2% |
| 1Y | -8.0% | +60.4% | -68.4% | -16.2% |
| 3Y | -5.0% | +86.3% | -91.3% | -17.8% |
| All | -0.9% | +129.1% | -130.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling