+65.8%
AMGN vs JD
-6.1%
+71.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.1% | -8.0% | -9.9% |
| 7D | -10.3% | -0.8% | -9.5% | -10.2% |
| 30D | -3.8% | -16.0% | +12.3% | -2.6% |
| 3M | +14.4% | -3.2% | +17.6% | +14.6% |
| 6M | +7.8% | +6.1% | +1.8% | +7.2% |
| YTD | +22.6% | -0.1% | +22.7% | +22.3% |
| 1Y | +44.2% | -12.7% | +56.9% | +45.1% |
| 3Y | +65.8% | -6.3% | +72.1% | +62.9% |
| All | +65.8% | -6.1% | +71.9% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling