+103.4%
AMGN vs EBAY
+61.3%
+42.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | -13.7% | +4.2% | -17.9% | -14.1% |
| 30D | -8.8% | +5.6% | -14.4% | -9.4% |
| 3M | +7.2% | -1.4% | +8.6% | +7.3% |
| 6M | +1.3% | +18.2% | -16.9% | -0.7% |
| YTD | +17.6% | +24.8% | -7.2% | +14.3% |
| 1Y | +37.2% | +18.0% | +19.1% | +33.7% |
| 3Y | +57.7% | +160.3% | -102.5% | +35.4% |
| All | +103.4% | +61.3% | +42.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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