+1,227.8%
BE vs AMGN
+107.3%
+1,120.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +23.9% | -11.6% | +35.6% | +25.9% |
| 30D | +27.8% | -5.7% | +33.5% | +28.3% |
| 3M | +3.7% | +14.2% | -10.5% | -0.5% |
| 6M | +78.0% | +5.2% | +72.8% | +73.9% |
| YTD | +209.9% | +22.0% | +187.9% | +190.3% |
| 1Y | +389.6% | +43.6% | +346.0% | +336.7% |
| 3Y | +1,730.6% | +65.0% | +1,665.6% | +1,442.1% |
| 5Y | +1,227.8% | +112.0% | +1,115.8% | +1,040.0% |
| All | +1,227.8% | +107.3% | +1,120.5% | +1,040.0% |
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