+60.4%
AMGN vs DOV
+11.5%
+48.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +1.1% | -2.7% | +3.8% | +1.7% |
| 30D | +7.8% | -8.1% | +15.9% | +9.9% |
| 3M | +27.3% | -9.4% | +36.7% | +29.6% |
| 6M | +16.8% | -12.6% | +29.4% | +20.2% |
| YTD | +36.3% | -0.5% | +36.8% | +36.2% |
| 1Y | +60.4% | +9.2% | +51.2% | +63.6% |
| All | +60.4% | +11.5% | +48.9% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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