+162.3%
JPM vs AMGN
+65.8%
+96.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -0.4% | -11.6% | +11.2% | +1.6% |
| 30D | -1.4% | -5.7% | +4.3% | -0.6% |
| 3M | +13.9% | +14.2% | -0.3% | +11.1% |
| 6M | +23.5% | +5.2% | +18.3% | +22.0% |
| YTD | +11.6% | +22.0% | -10.3% | +7.4% |
| 1Y | +21.4% | +43.6% | -22.3% | +13.4% |
| All | +162.3% | +65.8% | +96.5% | +133.3% |
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