+668.0%
BE vs AMGN
+211.6%
+456.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | +10.8% | +1.1% | +9.7% | +10.4% |
| 30D | -19.8% | +9.3% | -29.1% | -22.3% |
| 3M | -18.7% | +12.1% | -30.8% | -22.9% |
| 6M | -33.7% | +40.3% | -74.0% | -43.6% |
| YTD | +121.0% | +45.2% | +75.8% | +82.2% |
| 1Y | +85.4% | +42.4% | +43.0% | +54.3% |
| 3Y | +1,709.5% | +91.0% | +1,618.5% | +1,151.6% |
| 5Y | +462.2% | +157.4% | +304.8% | +215.4% |
| All | +668.0% | +211.6% | +456.3% | +325.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling