+63.8%
PYPL vs AMGN
+326.8%
-262.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | -1.2% | -2.2% | +1.0% | -0.3% |
| 30D | +6.1% | +12.1% | -6.0% | +1.1% |
| 3M | +1.1% | +13.6% | -12.6% | -4.6% |
| 6M | +32.7% | +43.9% | -11.2% | +13.1% |
| YTD | +2.8% | +45.9% | -43.2% | -13.5% |
| 1Y | -10.8% | +42.1% | -52.9% | -24.2% |
| 3Y | +9.8% | +91.6% | -81.8% | -20.8% |
| 5Y | -70.2% | +158.5% | -228.7% | -81.8% |
| 10Y | +50.1% | +323.2% | -273.2% | -28.3% |
| All | +63.8% | +326.8% | -262.9% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling