+48.3%
UBER vs AMGN
+62.1%
-13.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.3% |
| 7D | -4.5% | -13.9% | +9.4% | -3.0% |
| 30D | -7.6% | -7.1% | -0.5% | -6.8% |
| 3M | +5.8% | +13.9% | -8.2% | +4.7% |
| 6M | +0.3% | +3.2% | -3.0% | +0.1% |
| YTD | -11.2% | +19.2% | -30.4% | -12.6% |
| 1Y | -23.0% | +41.1% | -64.1% | -25.5% |
| All | +48.3% | +62.1% | -13.8% | +36.7% |
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