+1,673.5%
BMY vs AMGN
+67,900.9%
-66,227.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.1% | +1.1% | +0.9% | +1.7% |
| 30D | +7.0% | +9.3% | -2.3% | +4.4% |
| 3M | -0.9% | +12.1% | -13.0% | -4.1% |
| 6M | +14.9% | +40.3% | -25.3% | +4.4% |
| YTD | +22.8% | +45.2% | -22.4% | +10.4% |
| 1Y | +36.2% | +42.4% | -6.2% | +23.1% |
| 3Y | +45.7% | +91.0% | -45.3% | +20.6% |
| 5Y | +31.3% | +157.4% | -126.1% | -0.4% |
| 10Y | +60.6% | +321.0% | -260.4% | +6.0% |
| All | +1,673.5% | +67,900.9% | -66,227.4% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling