+63.3%
PYPL vs AMGN
+324.6%
-261.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | +1.1% | -1.1% | -0.4% |
| 30D | +5.7% | +9.3% | -3.6% | +1.8% |
| 3M | -1.9% | +12.1% | -14.0% | -6.9% |
| 6M | +31.8% | +40.3% | -8.4% | +13.5% |
| YTD | +2.4% | +45.2% | -42.7% | -13.6% |
| 1Y | -8.2% | +42.4% | -50.7% | -22.1% |
| 3Y | +10.2% | +91.0% | -80.8% | -20.4% |
| 5Y | -71.2% | +157.4% | -228.6% | -82.4% |
| 10Y | +49.6% | +321.0% | -271.5% | -28.4% |
| All | +63.3% | +324.6% | -261.3% | -22.5% |
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 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