+103.4%
AMGN vs COPX
+163.4%
-59.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -13.7% | -2.3% | -11.3% | -13.5% |
| 30D | -8.8% | +0.3% | -9.1% | -8.9% |
| 3M | +7.2% | +6.8% | +0.4% | +6.1% |
| 6M | +1.3% | +7.9% | -6.7% | -0.4% |
| YTD | +17.6% | +23.7% | -6.1% | +13.2% |
| 1Y | +37.2% | +71.5% | -34.4% | +26.5% |
| 3Y | +57.7% | +149.1% | -91.4% | +37.4% |
| All | +103.4% | +163.4% | -59.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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