-7.9%
PYPL vs AMGN
+64.6%
-72.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +2.4% |
| 7D | +6.5% | +5.9% | +0.6% | +4.9% |
| 30D | +10.6% | +18.7% | -8.1% | +5.9% |
| 3M | +3.1% | +23.4% | -20.3% | -2.2% |
| 6M | +20.2% | +49.7% | -29.6% | +8.9% |
| YTD | +4.0% | +49.2% | -45.1% | -6.2% |
| 1Y | -7.9% | +65.7% | -73.6% | -21.6% |
| All | -7.9% | +64.6% | -72.5% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling