+60.4%
AMGN vs COR
+12.8%
+47.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | +1.1% | +2.8% | -1.7% | +0.8% |
| 30D | +7.8% | +4.5% | +3.3% | +7.2% |
| 3M | +27.3% | +22.7% | +4.6% | +25.1% |
| 6M | +16.8% | -9.7% | +26.6% | +15.4% |
| YTD | +36.3% | -1.4% | +37.7% | +33.0% |
| 1Y | +60.4% | +13.9% | +46.5% | +52.7% |
| All | +60.4% | +12.8% | +47.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling