+60,958.4%
AMGN vs COO
+5,988.7%
+54,969.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +7.8% | -7.0% | +14.9% | +8.4% |
| 3M | +27.3% | +12.2% | +15.0% | +26.2% |
| 6M | +16.8% | -15.1% | +31.9% | +18.1% |
| YTD | +36.3% | -15.1% | +51.4% | +37.8% |
| 1Y | +60.4% | +2.3% | +58.1% | +60.0% |
| 3Y | +86.3% | -23.7% | +110.0% | +88.8% |
| 5Y | +125.7% | -38.9% | +164.6% | +131.0% |
| 10Y | +247.0% | +49.9% | +197.1% | +237.3% |
| All | +60,958.4% | +5,988.7% | +54,969.7% | +53,833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling