+4,785.4%
AMGN vs DVA
+5,166.5%
-381.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -11.6% | +2.0% | -13.7% | -11.9% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +14.2% | -7.7% | +21.9% | +15.1% |
| 6M | +5.2% | +20.0% | -14.8% | +1.3% |
| YTD | +22.0% | +61.1% | -39.1% | +11.6% |
| 1Y | +43.6% | +33.9% | +9.8% | +35.2% |
| 3Y | +65.0% | +91.5% | -26.5% | +44.6% |
| 5Y | +112.0% | +41.8% | +70.3% | +90.4% |
| 10Y | +216.6% | +187.5% | +29.0% | +148.2% |
| All | +4,785.4% | +5,166.5% | -381.1% | +2,459.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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