+65,124.1%
AMGN vs COO
+5,341.2%
+59,782.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +1.6% |
| 30D | +13.1% | +13.9% | -0.8% | +12.1% |
| 3M | +12.9% | -18.9% | +31.8% | +14.4% |
| 6M | +40.8% | +3.7% | +37.0% | +40.3% |
| YTD | +45.6% | -24.1% | +69.7% | +48.2% |
| 1Y | +42.7% | -14.2% | +57.0% | +44.0% |
| 3Y | +91.2% | -24.5% | +115.6% | +93.8% |
| 5Y | +158.1% | -40.4% | +198.6% | +164.7% |
| 10Y | +322.3% | +40.5% | +281.7% | +312.3% |
| All | +65,124.1% | +5,341.2% | +59,782.9% | +57,912.0% |
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