+30.9%
BMY vs AMGN
+156.1%
-125.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.1% | +1.1% | +0.9% | +1.6% |
| 30D | +7.0% | +9.3% | -2.3% | +3.0% |
| 3M | -0.9% | +12.1% | -13.0% | -5.9% |
| 6M | +14.9% | +40.3% | -25.3% | -1.3% |
| YTD | +22.8% | +45.2% | -22.4% | +3.9% |
| 1Y | +36.2% | +42.4% | -6.2% | +16.1% |
| 3Y | +45.7% | +91.0% | -45.3% | +9.6% |
| All | +30.9% | +156.1% | -125.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling