+911.5%
BE vs AMGN
+192.6%
+718.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +8.0% |
| 7D | +20.0% | +1.1% | +18.9% | +19.4% |
| 30D | +7.9% | +7.8% | +0.1% | +4.4% |
| 3M | -13.2% | +27.3% | -40.5% | -22.7% |
| 6M | +53.5% | +16.8% | +36.6% | +42.0% |
| YTD | +191.0% | +36.3% | +154.7% | +147.4% |
| 1Y | +360.5% | +60.4% | +300.1% | +261.9% |
| 3Y | +1,568.0% | +86.3% | +1,481.7% | +1,060.9% |
| 5Y | +1,055.2% | +125.7% | +929.5% | +597.6% |
| All | +911.5% | +192.6% | +718.9% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling