+310.6%
BE vs AMGN
+40.4%
+270.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -4.2% |
| 7D | +9.7% | -13.9% | +23.6% | +8.3% |
| 30D | +22.4% | -7.1% | +29.5% | +20.8% |
| 3M | +10.4% | +13.9% | -3.6% | +5.8% |
| 6M | +67.9% | +3.2% | +64.6% | +64.9% |
| YTD | +197.5% | +19.2% | +178.2% | +179.0% |
| 1Y | +310.6% | +41.1% | +269.4% | +200.8% |
| All | +310.6% | +40.4% | +270.2% | +200.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling