-28.3%
BABA vs AMGN
+151.3%
-179.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | -1.2% | +12.8% | +11.8% |
| 30D | +2.3% | +11.5% | -9.2% | +0.5% |
| 3M | -13.7% | +14.4% | -28.1% | -15.8% |
| 6M | -21.9% | +40.9% | -62.8% | -26.7% |
| YTD | -24.6% | +43.5% | -68.2% | -29.6% |
| 1Y | -34.1% | +49.9% | -84.0% | -39.1% |
| 3Y | +36.3% | +84.6% | -48.4% | +18.7% |
| All | -28.3% | +151.3% | -179.6% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling