+22.0%
BMY vs AMGN
+65.8%
-43.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.8% | -11.6% | +6.8% | +0.7% |
| 30D | -0.7% | -5.7% | +5.0% | +1.9% |
| 3M | +15.3% | +14.2% | +1.1% | +7.8% |
| 6M | +8.5% | +5.2% | +3.4% | +5.3% |
| YTD | +23.4% | +22.0% | +1.5% | +12.0% |
| 1Y | +42.9% | +43.6% | -0.7% | +20.6% |
| All | +22.0% | +65.8% | -43.8% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling