-13.6%
BKNG vs AMGN
+64.6%
-78.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +8.7% |
| 7D | +15.6% | +5.9% | +9.7% | +13.7% |
| 30D | +8.0% | +18.7% | -10.8% | +2.9% |
| 3M | -11.8% | +23.4% | -35.2% | -16.0% |
| 6M | +3.8% | +49.7% | -46.0% | -3.0% |
| YTD | -19.6% | +49.2% | -68.8% | -24.9% |
| 1Y | -13.6% | +65.7% | -79.3% | -19.2% |
| All | -13.6% | +64.6% | -78.2% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling