-10.6%
BITO vs AMGN
+115.5%
-126.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -5.8% | -13.9% | +8.1% | -2.8% |
| 30D | +21.1% | -7.1% | +28.3% | +23.0% |
| 3M | +23.5% | +13.9% | +9.6% | +19.8% |
| 6M | +8.3% | +3.2% | +5.0% | +7.2% |
| YTD | -13.9% | +19.2% | -33.1% | -17.6% |
| 1Y | -34.5% | +41.1% | -75.7% | -40.0% |
| 3Y | +147.0% | +61.3% | +85.7% | +112.8% |
| All | -10.6% | +115.5% | -126.0% | -32.8% |
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 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