+36.1%
PYPL vs AMGN
+217.4%
-181.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -4.3% | -11.6% | +7.3% | +0.4% |
| 30D | -11.5% | -5.7% | -5.8% | -9.5% |
| 3M | +26.1% | +14.2% | +11.9% | +19.1% |
| 6M | +13.7% | +5.2% | +8.5% | +10.7% |
| YTD | -9.8% | +22.0% | -31.8% | -17.8% |
| 1Y | -22.1% | +43.6% | -65.7% | -33.9% |
| 3Y | -13.5% | +65.0% | -78.5% | -33.0% |
| 5Y | -81.6% | +112.0% | -193.7% | -87.6% |
| All | +36.1% | +217.4% | -181.4% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling