+15.8%
BABA vs AMGN
+327.2%
-311.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -4.0% |
| 7D | +3.8% | 0.0% | +3.9% | +3.8% |
| 30D | -5.4% | +12.1% | -17.5% | -8.4% |
| 3M | -17.9% | +13.9% | -31.8% | -21.1% |
| 6M | -24.1% | +42.1% | -66.2% | -31.7% |
| YTD | -27.4% | +45.0% | -72.5% | -35.4% |
| 1Y | -36.1% | +49.3% | -85.4% | -43.7% |
| 3Y | +35.4% | +92.8% | -57.4% | +7.5% |
| 5Y | -30.1% | +156.7% | -186.8% | -50.7% |
| 10Y | +15.8% | +328.1% | -312.3% | -32.7% |
| All | +15.8% | +327.2% | -311.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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