+950.2%
BSX vs AMGN
+8,545.1%
-7,594.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -7.0% | -11.6% | +4.6% | -3.5% |
| 30D | -10.9% | -5.7% | -5.2% | -9.3% |
| 3M | -8.2% | +14.2% | -22.4% | -12.1% |
| 6M | -37.5% | +5.2% | -42.7% | -38.7% |
| YTD | -52.8% | +22.0% | -74.8% | -56.2% |
| 1Y | -58.4% | +43.6% | -102.0% | -63.5% |
| 3Y | -16.5% | +65.0% | -81.5% | -31.4% |
| 5Y | -1.0% | +112.0% | -113.0% | -25.5% |
| 10Y | +91.2% | +216.6% | -125.3% | +24.8% |
| All | +950.2% | +8,545.1% | -7,594.9% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling