-58.8%
BSX vs AMGN
+39.2%
-98.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.2% |
| 7D | -10.1% | -13.7% | +3.6% | -9.1% |
| 30D | -16.4% | -8.8% | -7.6% | -15.4% |
| 3M | -8.9% | +7.2% | -16.1% | -7.5% |
| 6M | -38.3% | +1.3% | -39.5% | -38.3% |
| YTD | -54.9% | +17.6% | -72.6% | -53.5% |
| 1Y | -58.8% | +37.2% | -96.0% | -57.5% |
| All | -58.8% | +39.2% | -98.1% | -57.5% |
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 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