-31.3%
BABA vs AMGN
+129.1%
-160.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.5% |
| 7D | -4.8% | +1.1% | -5.9% | -4.9% |
| 30D | -11.9% | +7.8% | -19.7% | -13.1% |
| 3M | -9.3% | +27.3% | -36.5% | -13.2% |
| 6M | -14.2% | +16.8% | -31.1% | -16.8% |
| YTD | -22.0% | +36.3% | -58.4% | -26.6% |
| 1Y | -12.7% | +60.4% | -73.1% | -21.0% |
| 3Y | +26.7% | +86.3% | -59.7% | +9.4% |
| All | -31.3% | +129.1% | -160.4% | -47.7% |
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 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