+930.3%
AMGN vs LULU
+675.0%
+255.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -13.9% | -20.4% | +6.6% | -11.7% |
| 30D | -7.1% | -22.9% | +15.7% | -4.5% |
| 3M | +13.9% | -18.5% | +32.4% | +16.3% |
| 6M | +3.2% | -41.8% | +45.0% | +9.3% |
| YTD | +19.2% | -53.4% | +72.6% | +29.3% |
| 1Y | +41.1% | -40.9% | +82.0% | +48.5% |
| 3Y | +61.3% | -75.6% | +136.9% | +84.4% |
| 5Y | +109.1% | -77.2% | +186.3% | +136.5% |
| 10Y | +209.4% | +49.5% | +159.9% | +173.1% |
| All | +930.3% | +675.0% | +255.3% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling