-55.4%
BSX vs AMGN
+57.8%
-113.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +2.0% | +1.1% | +0.9% | +2.0% |
| 30D | +0.1% | +7.8% | -7.7% | +0.2% |
| 3M | -2.1% | +27.3% | -29.4% | -1.5% |
| 6M | -33.8% | +16.8% | -50.6% | -34.6% |
| YTD | -49.9% | +36.3% | -86.2% | -48.9% |
| 1Y | -55.4% | +60.4% | -115.9% | -54.6% |
| All | -55.4% | +57.8% | -113.3% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling