+65.8%
AMGN vs COO
-23.3%
+89.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.7% | -7.3% | -9.3% |
| 7D | -10.3% | -2.3% | -8.0% | -9.6% |
| 30D | -3.8% | -8.8% | +5.0% | -1.3% |
| 3M | +14.4% | +1.3% | +13.0% | +14.1% |
| 6M | +7.8% | -11.6% | +19.4% | +11.0% |
| YTD | +22.6% | -17.4% | +40.0% | +28.2% |
| 1Y | +44.2% | -1.6% | +45.8% | +44.3% |
| 3Y | +65.8% | -22.6% | +88.4% | +73.2% |
| All | +65.8% | -23.3% | +89.1% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling