+21.9%
BABA vs AMGN
+92.3%
-70.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.0% |
| 7D | -12.7% | +1.5% | -14.2% | -12.9% |
| 30D | -14.9% | +13.1% | -28.0% | -16.3% |
| 3M | -24.6% | +12.9% | -37.5% | -26.1% |
| 6M | -29.3% | +40.8% | -70.1% | -33.1% |
| YTD | -35.0% | +45.6% | -80.7% | -38.8% |
| 1Y | -39.7% | +42.7% | -82.4% | -43.0% |
| All | +21.9% | +92.3% | -70.4% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling