+1,735.9%
BE vs AMGN
+66.6%
+1,669.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -10.1% | +19.7% | +10.5% |
| 7D | +29.8% | -10.3% | +40.0% | +30.8% |
| 30D | +26.4% | -3.8% | +30.2% | +26.1% |
| 3M | +9.3% | +14.4% | -5.1% | +5.4% |
| 6M | +105.1% | +7.8% | +97.2% | +100.2% |
| YTD | +219.0% | +22.6% | +196.5% | +201.0% |
| 1Y | +418.8% | +44.2% | +374.5% | +365.4% |
| All | +1,735.9% | +66.6% | +1,669.3% | +1,374.7% |
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