+64,930.0%
AMGN vs DOV
+6,514.7%
+58,415.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.1% | +3.0% | -1.9% | +0.2% |
| 30D | +9.3% | +8.6% | +0.7% | +6.5% |
| 3M | +12.1% | +1.9% | +10.2% | +11.2% |
| 6M | +40.3% | -1.7% | +41.9% | +40.2% |
| YTD | +45.2% | +8.3% | +36.9% | +40.5% |
| 1Y | +42.4% | +16.6% | +25.9% | +34.8% |
| 3Y | +91.0% | +65.1% | +25.9% | +60.4% |
| 5Y | +157.4% | +29.2% | +128.2% | +128.8% |
| 10Y | +321.0% | +329.7% | -8.7% | +150.2% |
| All | +64,930.0% | +6,514.7% | +58,415.3% | +15,735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling