+39.0%
PYPL vs AMGN
+210.3%
-171.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | -5.9% | -13.9% | +7.9% | -0.3% |
| 30D | -9.4% | -7.1% | -2.3% | -6.9% |
| 3M | +31.3% | +13.9% | +17.4% | +24.1% |
| 6M | +19.1% | +3.2% | +15.9% | +16.8% |
| YTD | -7.9% | +19.2% | -27.1% | -15.2% |
| 1Y | -17.9% | +41.1% | -59.0% | -29.9% |
| 3Y | -11.6% | +61.3% | -72.9% | -30.9% |
| 5Y | -81.0% | +109.1% | -190.1% | -87.2% |
| All | +39.0% | +210.3% | -171.3% | -17.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling