+156.7%
AMGN vs JD
-58.0%
+214.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.1% |
| 7D | 0.0% | +7.9% | -8.0% | -0.4% |
| 30D | +12.1% | +4.8% | +7.4% | +11.9% |
| 3M | +13.9% | -13.9% | +27.8% | +14.5% |
| 6M | +42.1% | -5.8% | +47.9% | +42.4% |
| YTD | +45.0% | +2.4% | +42.6% | +44.7% |
| 1Y | +49.3% | -7.5% | +56.9% | +49.5% |
| 3Y | +92.8% | +20.9% | +71.9% | +90.8% |
| 5Y | +156.7% | -58.0% | +214.8% | +158.7% |
| All | +156.7% | -58.0% | +214.7% | +158.7% |
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