+97.3%
BAC vs AMGN
+87.0%
+10.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.1% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -6.9% | +12.1% | -19.1% | -8.4% |
| 3M | -19.6% | +13.9% | -33.4% | -21.1% |
| 6M | -0.5% | +42.1% | -42.6% | -6.0% |
| YTD | -6.6% | +45.0% | -51.7% | -12.3% |
| 1Y | -3.0% | +49.3% | -52.3% | -9.3% |
| 3Y | +97.3% | +92.8% | +4.5% | +63.6% |
| All | +97.3% | +87.0% | +10.3% | +63.6% |
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