-14.8%
PYPL vs AMGN
+65.8%
-80.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -4.3% | -11.6% | +7.3% | -1.0% |
| 30D | -11.5% | -5.7% | -5.8% | -10.0% |
| 3M | +26.1% | +14.2% | +11.9% | +21.5% |
| 6M | +13.7% | +5.2% | +8.5% | +12.0% |
| YTD | -9.8% | +22.0% | -31.8% | -15.0% |
| 1Y | -22.1% | +43.6% | -65.7% | -30.1% |
| All | -14.8% | +65.8% | -80.6% | -29.7% |
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