+60.7%
BMY vs AMGN
+206.2%
-145.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.4% |
| 7D | -4.8% | -13.7% | +8.9% | +1.5% |
| 30D | -0.1% | -8.8% | +8.7% | +3.9% |
| 3M | +13.1% | +7.2% | +5.9% | +9.2% |
| 6M | +8.4% | +1.3% | +7.1% | +7.3% |
| YTD | +22.0% | +17.6% | +4.3% | +12.9% |
| 1Y | +40.3% | +37.2% | +3.1% | +21.1% |
| 3Y | +20.5% | +57.7% | -37.2% | -3.7% |
| 5Y | +23.7% | +106.3% | -82.5% | -13.5% |
| All | +60.7% | +206.2% | -145.4% | -10.5% |
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