+59.9%
AMGN vs BIDU
-34.9%
+94.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.2% |
| 7D | -13.9% | -5.2% | -8.7% | -13.5% |
| 30D | -7.1% | -14.5% | +7.3% | -6.3% |
| 3M | +13.9% | -22.9% | +36.8% | +15.5% |
| 6M | +3.2% | -27.8% | +31.1% | +4.8% |
| YTD | +19.2% | -30.7% | +49.9% | +21.1% |
| 1Y | +41.1% | -15.8% | +56.9% | +40.5% |
| All | +59.9% | -34.9% | +94.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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