+60,958.4%
AMGN vs DOV
+5,976.9%
+54,981.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +1.1% | -2.7% | +3.8% | +1.9% |
| 30D | +7.8% | -8.1% | +15.9% | +10.6% |
| 3M | +27.3% | -9.4% | +36.7% | +30.6% |
| 6M | +16.8% | -12.6% | +29.4% | +21.0% |
| YTD | +36.3% | -0.5% | +36.8% | +35.6% |
| 1Y | +60.4% | +9.2% | +51.2% | +54.8% |
| 3Y | +86.3% | +34.1% | +52.2% | +66.7% |
| 5Y | +125.7% | +17.3% | +108.4% | +106.7% |
| 10Y | +247.0% | +284.9% | -37.9% | +113.1% |
| All | +60,958.4% | +5,976.9% | +54,981.5% | +15,180.7% |
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