+1,821.9%
BA vs AMGN
+63,747.8%
-61,925.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.9% |
| 30D | -11.6% | +7.8% | -19.5% | -13.2% |
| 3M | -2.4% | +27.3% | -29.6% | -7.8% |
| 6M | -6.6% | +16.8% | -23.5% | -10.0% |
| YTD | -2.2% | +36.3% | -38.6% | -9.3% |
| 1Y | -8.0% | +60.4% | -68.4% | -18.0% |
| 3Y | -5.0% | +86.3% | -91.3% | -19.4% |
| 5Y | -2.7% | +125.7% | -128.4% | -21.5% |
| 10Y | +75.9% | +247.0% | -171.1% | +27.5% |
| All | +1,821.9% | +63,747.8% | -61,925.9% | +436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling