+619.4%
AMGN vs BIDU
+1,302.3%
-682.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.0% | -3.1% | -9.4% |
| 7D | -10.3% | -2.4% | -7.8% | -10.0% |
| 30D | -3.8% | -15.6% | +11.9% | -2.2% |
| 3M | +14.4% | -22.3% | +36.7% | +17.1% |
| 6M | +7.8% | -22.3% | +30.1% | +9.9% |
| YTD | +22.6% | -29.2% | +51.7% | +25.9% |
| 1Y | +44.2% | -14.8% | +59.0% | +44.4% |
| 3Y | +65.8% | -31.8% | +97.6% | +67.2% |
| 5Y | +108.0% | -43.1% | +151.1% | +105.6% |
| 10Y | +209.9% | -50.6% | +260.5% | +197.2% |
| All | +619.4% | +1,302.3% | -682.9% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling