+37.2%
AMGN vs EOG
+28.1%
+9.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | +1.5% | -15.2% | -13.6% |
| 30D | -8.8% | +2.9% | -11.7% | -8.6% |
| 3M | +7.2% | +8.7% | -1.5% | +7.5% |
| 6M | +1.3% | +12.9% | -11.6% | +1.1% |
| YTD | +17.6% | +43.8% | -26.2% | +16.4% |
| 1Y | +37.2% | +27.1% | +10.1% | +30.4% |
| All | +37.2% | +28.1% | +9.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling