+81.0%
BSX vs AMGN
+206.2%
-125.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -10.1% | -13.7% | +3.6% | -5.5% |
| 30D | -16.4% | -8.8% | -7.6% | -13.8% |
| 3M | -8.9% | +7.2% | -16.1% | -11.1% |
| 6M | -38.3% | +1.3% | -39.5% | -38.7% |
| YTD | -54.9% | +17.6% | -72.6% | -57.9% |
| 1Y | -58.8% | +37.2% | -96.0% | -63.9% |
| 3Y | -21.2% | +57.7% | -79.0% | -37.0% |
| 5Y | -3.3% | +106.3% | -109.6% | -32.7% |
| All | +81.0% | +206.2% | -125.2% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling