+108.0%
AMGN vs COO
-39.5%
+147.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.7% | -7.3% | -9.4% |
| 7D | -10.3% | -2.3% | -8.0% | -9.7% |
| 30D | -3.8% | -8.8% | +5.0% | -1.5% |
| 3M | +14.4% | +1.3% | +13.0% | +14.1% |
| 6M | +7.8% | -11.6% | +19.4% | +10.8% |
| YTD | +22.6% | -17.4% | +40.0% | +27.8% |
| 1Y | +44.2% | -1.6% | +45.8% | +44.3% |
| 3Y | +65.8% | -22.6% | +88.4% | +72.8% |
| 5Y | +108.0% | -40.3% | +148.3% | +125.7% |
| All | +108.0% | -39.5% | +147.5% | +125.7% |
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