+72.9%
BAC vs AMGN
+107.5%
-34.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | +1.7% |
| 7D | +1.2% | -10.3% | +11.4% | +3.4% |
| 30D | -0.7% | -3.8% | +3.0% | -0.1% |
| 3M | +16.9% | +14.4% | +2.5% | +13.0% |
| 6M | +29.6% | +7.8% | +21.8% | +26.8% |
| YTD | +15.3% | +22.6% | -7.3% | +9.1% |
| 1Y | +28.8% | +44.2% | -15.4% | +16.8% |
| 3Y | +136.4% | +65.8% | +70.6% | +100.3% |
| 5Y | +72.9% | +108.0% | -35.1% | +34.8% |
| All | +72.9% | +107.5% | -34.6% | +34.8% |
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