+532.2%
BE vs AMGN
+156.1%
+376.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | +10.8% | +1.1% | +9.7% | +10.7% |
| 30D | -19.8% | +9.3% | -29.1% | -20.7% |
| 3M | -18.7% | +12.1% | -30.8% | -20.4% |
| 6M | -33.7% | +40.3% | -74.0% | -38.6% |
| YTD | +121.0% | +45.2% | +75.8% | +101.3% |
| 1Y | +85.4% | +42.4% | +43.0% | +70.0% |
| 3Y | +1,709.5% | +91.0% | +1,618.5% | +1,382.0% |
| All | +532.2% | +156.1% | +376.1% | +352.7% |
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 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