+42.4%
AMGN vs PAAS
-2.8%
+45.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +1.1% | -8.9% | +10.1% | +1.8% |
| 30D | +9.3% | -11.4% | +20.7% | +10.0% |
| 3M | +12.1% | -20.4% | +32.5% | +13.7% |
| 6M | +40.3% | -40.7% | +81.0% | +44.0% |
| YTD | +45.2% | -26.9% | +72.1% | +48.3% |
| 1Y | +42.4% | -3.1% | +45.5% | +46.1% |
| All | +42.4% | -2.8% | +45.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling