+209.9%
BKNG vs AMGN
+210.3%
-0.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.2% |
| 7D | -10.7% | -13.9% | +3.2% | -6.3% |
| 30D | -18.1% | -7.1% | -11.0% | -16.1% |
| 3M | +8.5% | +13.9% | -5.4% | +4.3% |
| 6M | -0.1% | +3.2% | -3.3% | -1.2% |
| YTD | -18.2% | +19.2% | -37.5% | -23.0% |
| 1Y | -19.9% | +41.1% | -61.0% | -29.0% |
| 3Y | +41.6% | +61.3% | -19.7% | +16.5% |
| 5Y | +93.1% | +109.1% | -15.9% | +41.6% |
| All | +209.9% | +210.3% | -0.4% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling