+42.4%
AMGN vs COR
-0.1%
+42.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.7% |
| 7D | +1.1% | +7.8% | -6.7% | 0.0% |
| 30D | +9.3% | +7.0% | +2.3% | +8.3% |
| 3M | +12.1% | +16.3% | -4.2% | +10.4% |
| 6M | +40.3% | +41.3% | -1.0% | +37.3% |
| YTD | +45.2% | +7.1% | +38.0% | +38.9% |
| 1Y | +42.4% | -0.8% | +43.3% | +35.1% |
| All | +42.4% | -0.1% | +42.6% | +35.1% |
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