+199.6%
AMGN vs COO
+17.5%
+182.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.7% | +12.4% | +2.4% |
| 7D | -13.9% | -23.3% | +9.4% | -6.6% |
| 30D | -7.1% | -29.5% | +22.3% | +3.4% |
| 3M | +13.9% | -20.0% | +33.9% | +21.7% |
| 6M | +3.2% | -27.2% | +30.4% | +13.4% |
| YTD | +19.2% | -33.9% | +53.2% | +35.0% |
| 1Y | +41.1% | -19.9% | +61.1% | +49.7% |
| 3Y | +61.3% | -38.1% | +99.4% | +81.2% |
| 5Y | +109.1% | -52.0% | +161.0% | +153.8% |
| All | +199.6% | +17.5% | +182.0% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling