+158.5%
AMGN vs COO
-41.3%
+199.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +13.6% | -18.1% | +31.7% | +18.8% |
| 6M | +43.9% | +6.7% | +37.2% | +41.2% |
| YTD | +45.9% | -23.2% | +69.2% | +54.2% |
| 1Y | +42.1% | -12.3% | +54.4% | +45.6% |
| 3Y | +91.6% | -23.6% | +115.1% | +100.0% |
| 5Y | +158.5% | -38.7% | +197.2% | +184.2% |
| All | +158.5% | -41.3% | +199.9% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling