+112.0%
AMGN vs COR
+180.2%
-68.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -11.6% | -3.9% | -7.8% | -10.7% |
| 30D | -5.7% | -0.3% | -5.3% | -5.6% |
| 3M | +14.2% | +15.9% | -1.7% | +10.1% |
| 6M | +5.2% | -10.3% | +15.4% | +7.7% |
| YTD | +22.0% | -3.7% | +25.7% | +21.7% |
| 1Y | +43.6% | +9.1% | +34.6% | +37.2% |
| 3Y | +65.0% | +86.6% | -21.6% | +29.1% |
| 5Y | +112.0% | +180.9% | -68.9% | +32.7% |
| All | +112.0% | +180.2% | -68.2% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling