-39.8%
BABA vs AMGN
+156.1%
-195.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -13.8% | +1.1% | -14.9% | -13.9% |
| 30D | -15.1% | +9.3% | -24.4% | -16.4% |
| 3M | -22.7% | +12.1% | -34.8% | -24.4% |
| 6M | -34.7% | +40.3% | -74.9% | -38.6% |
| YTD | -35.0% | +45.2% | -80.2% | -39.4% |
| 1Y | -40.4% | +42.4% | -82.8% | -44.3% |
| 3Y | +21.9% | +91.0% | -69.1% | +5.5% |
| All | -39.8% | +156.1% | -195.9% | -58.4% |
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