-22.1%
BA vs AMGN
+151.3%
-173.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | -7.9% | +11.5% | -19.4% | -9.8% |
| 3M | -25.3% | +14.4% | -39.7% | -27.4% |
| 6M | -24.6% | +40.9% | -65.5% | -29.7% |
| YTD | -20.1% | +43.5% | -63.7% | -25.8% |
| 1Y | -11.8% | +49.9% | -61.7% | -18.6% |
| 3Y | -10.1% | +84.6% | -94.8% | -21.7% |
| All | -22.1% | +151.3% | -173.4% | -38.7% |
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