+195.5%
AMGN vs LULU
+53.6%
+141.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | -13.7% | -1.6% | -12.1% | -13.6% |
| 30D | -8.8% | -18.1% | +9.3% | -6.7% |
| 3M | +7.2% | -18.8% | +26.0% | +9.7% |
| 6M | +1.3% | -39.2% | +40.5% | +7.3% |
| YTD | +17.6% | -52.4% | +70.0% | +28.5% |
| 1Y | +37.2% | -40.3% | +77.5% | +44.9% |
| 3Y | +57.7% | -75.1% | +132.8% | +82.8% |
| 5Y | +106.3% | -76.7% | +183.0% | +136.6% |
| All | +195.5% | +53.6% | +141.9% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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