+216.6%
AMGN vs JD
+14.7%
+201.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -11.6% | -3.0% | -8.7% | -11.4% |
| 30D | -5.7% | -19.3% | +13.7% | -3.9% |
| 3M | +14.2% | -6.0% | +20.2% | +14.7% |
| 6M | +5.2% | +1.8% | +3.4% | +4.8% |
| YTD | +22.0% | -2.6% | +24.6% | +21.9% |
| 1Y | +43.6% | -17.4% | +61.1% | +45.4% |
| 3Y | +65.0% | -8.6% | +73.6% | +62.5% |
| 5Y | +112.0% | -61.6% | +173.7% | +120.9% |
| 10Y | +216.6% | +16.9% | +199.7% | +175.1% |
| All | +216.6% | +14.7% | +201.8% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling