+92.0%
AMGN vs COO
-23.7%
+115.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | +12.1% | +13.3% | -1.2% | +8.4% |
| 3M | +13.6% | -18.1% | +31.7% | +19.4% |
| 6M | +43.9% | +6.7% | +37.2% | +41.0% |
| YTD | +45.9% | -23.2% | +69.2% | +54.9% |
| 1Y | +42.1% | -12.3% | +54.4% | +46.0% |
| All | +92.0% | -23.7% | +115.7% | +99.6% |
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