+63.6%
AMGN vs DOV
+38.7%
+24.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -11.6% | +1.3% | -13.0% | -12.0% |
| 30D | -5.7% | -8.6% | +3.0% | -3.5% |
| 3M | +14.2% | -13.1% | +27.4% | +18.2% |
| 6M | +5.2% | -8.8% | +14.0% | +7.2% |
| YTD | +22.0% | -1.2% | +23.2% | +21.5% |
| 1Y | +43.6% | +10.7% | +32.9% | +38.6% |
| All | +63.6% | +38.7% | +24.8% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling