+3.2%
AMGN vs LULU
-42.9%
+46.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.0% |
| 7D | -13.9% | -20.4% | +6.6% | -12.0% |
| 30D | -7.1% | -22.9% | +15.7% | -4.9% |
| 3M | +13.9% | -18.5% | +32.4% | +15.9% |
| 6M | +3.2% | -41.8% | +45.0% | +7.1% |
| All | +3.2% | -42.9% | +46.2% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling