-21.0%
BSX vs AMGN
+62.1%
-83.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.9% |
| 7D | -8.2% | -13.9% | +5.7% | -6.6% |
| 30D | -15.8% | -7.1% | -8.7% | -14.9% |
| 3M | -10.8% | +13.9% | -24.7% | -11.5% |
| 6M | -38.4% | +3.2% | -41.6% | -38.5% |
| YTD | -54.8% | +19.2% | -74.0% | -55.5% |
| 1Y | -59.0% | +41.1% | -100.2% | -60.6% |
| All | -21.0% | +62.1% | -83.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling