+472.5%
AMGN vs JD
+48.9%
+423.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.3% |
| 7D | 0.0% | +7.9% | -8.0% | -0.8% |
| 30D | +12.1% | +4.8% | +7.4% | +11.6% |
| 3M | +13.9% | -13.9% | +27.8% | +15.5% |
| 6M | +42.1% | -5.8% | +47.9% | +42.7% |
| YTD | +45.0% | +2.4% | +42.6% | +44.2% |
| 1Y | +49.3% | -7.5% | +56.9% | +49.9% |
| 3Y | +92.8% | +20.9% | +71.9% | +84.1% |
| 5Y | +156.7% | -58.0% | +214.8% | +164.8% |
| 10Y | +328.1% | +28.9% | +299.2% | +247.8% |
| All | +472.5% | +48.9% | +423.6% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling