+1,690.2%
BMY vs AMGN
+57,313.9%
-55,623.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.1% | +6.9% | -0.4% |
| 7D | -3.3% | -10.3% | +6.9% | -0.4% |
| 30D | 0.0% | -3.8% | +3.7% | +1.0% |
| 3M | +17.7% | +14.4% | +3.3% | +13.2% |
| 6M | +9.6% | +7.8% | +1.8% | +7.2% |
| YTD | +24.0% | +22.6% | +1.4% | +17.0% |
| 1Y | +45.1% | +44.2% | +0.9% | +30.7% |
| 3Y | +22.5% | +65.8% | -43.3% | +5.5% |
| 5Y | +22.3% | +108.0% | -85.7% | -1.5% |
| 10Y | +62.0% | +209.9% | -147.9% | +15.9% |
| All | +1,690.2% | +57,313.9% | -55,623.7% | +292.5% |
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 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