+52,596.3%
AMGN vs DVN
+1,216.8%
+51,379.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -13.7% | +4.5% | -18.2% | -14.2% |
| 30D | -8.8% | +12.0% | -20.8% | -10.3% |
| 3M | +7.2% | +13.4% | -6.2% | +5.1% |
| 6M | +1.3% | +12.1% | -10.8% | -1.0% |
| YTD | +17.6% | +38.8% | -21.2% | +11.5% |
| 1Y | +37.2% | +46.0% | -8.9% | +28.7% |
| 3Y | +57.7% | +9.5% | +48.2% | +52.0% |
| 5Y | +106.3% | +125.3% | -19.0% | +72.1% |
| 10Y | +205.3% | +66.6% | +138.7% | +138.2% |
| All | +52,596.3% | +1,216.8% | +51,379.5% | +29,646.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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