+91.6%
AMGN vs COR
+80.8%
+10.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +2.9% | -1.4% | +0.9% |
| 30D | +13.1% | +5.8% | +7.3% | +12.0% |
| 3M | +12.9% | +11.4% | +1.5% | +10.8% |
| 6M | +40.8% | +34.5% | +6.3% | +34.1% |
| YTD | +45.6% | +4.1% | +41.6% | +42.8% |
| 1Y | +42.7% | -3.1% | +45.9% | +42.4% |
| All | +91.6% | +80.8% | +10.8% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling