-2.8%
BSX vs AMGN
+103.1%
-105.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -10.1% | -13.7% | +3.6% | -7.5% |
| 30D | -16.4% | -8.8% | -7.6% | -14.8% |
| 3M | -8.9% | +7.2% | -16.1% | -9.8% |
| 6M | -38.3% | +1.3% | -39.5% | -38.4% |
| YTD | -54.9% | +17.6% | -72.6% | -56.4% |
| 1Y | -58.8% | +37.2% | -96.0% | -61.6% |
| 3Y | -21.2% | +57.7% | -79.0% | -31.4% |
| All | -2.8% | +103.1% | -105.9% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling