+1,749.1%
BMY vs AMGN
+63,747.9%
-61,998.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | +0.4% | +1.1% | -0.8% | 0.0% |
| 30D | +5.0% | +7.8% | -2.8% | +2.8% |
| 3M | +19.4% | +27.3% | -7.9% | +11.5% |
| 6M | +9.5% | +16.8% | -7.3% | +4.8% |
| YTD | +28.1% | +36.3% | -8.3% | +17.4% |
| 1Y | +50.0% | +60.4% | -10.4% | +31.3% |
| 3Y | +24.1% | +86.3% | -62.3% | +3.5% |
| 5Y | +25.0% | +125.7% | -100.7% | -1.5% |
| 10Y | +68.7% | +247.0% | -178.4% | +17.1% |
| All | +1,749.1% | +63,747.9% | -61,998.7% | +293.9% |
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 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