+108.0%
AMGN vs JD
-61.6%
+169.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.1% | -8.0% | -10.0% |
| 7D | -10.3% | -0.8% | -9.5% | -10.2% |
| 30D | -3.8% | -16.0% | +12.3% | -3.1% |
| 3M | +14.4% | -3.2% | +17.6% | +14.5% |
| 6M | +7.8% | +6.1% | +1.8% | +7.5% |
| YTD | +22.6% | -0.1% | +22.7% | +22.4% |
| 1Y | +44.2% | -12.7% | +56.9% | +44.7% |
| 3Y | +65.8% | -6.3% | +72.1% | +64.9% |
| 5Y | +108.0% | -61.3% | +169.3% | +111.4% |
| All | +108.0% | -61.6% | +169.6% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling