+10.6%
PYPL vs AMGN
+92.8%
-82.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | +6.1% | +12.1% | -6.0% | +2.9% |
| 3M | +1.1% | +13.6% | -12.6% | -2.4% |
| 6M | +32.7% | +43.9% | -11.2% | +20.3% |
| YTD | +2.8% | +45.9% | -43.2% | -7.4% |
| 1Y | -10.8% | +42.1% | -52.9% | -19.1% |
| All | +10.6% | +92.8% | -82.2% | -17.2% |
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