+109.1%
AMGN vs EOG
+172.6%
-63.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.3% |
| 7D | -13.9% | +1.0% | -14.9% | -13.9% |
| 30D | -7.1% | +2.8% | -10.0% | -7.3% |
| 3M | +13.9% | +5.9% | +8.0% | +13.4% |
| 6M | +3.2% | +17.1% | -13.8% | +1.8% |
| YTD | +19.2% | +43.9% | -24.7% | +15.6% |
| 1Y | +41.1% | +26.9% | +14.3% | +38.1% |
| 3Y | +61.3% | +23.6% | +37.7% | +57.3% |
| 5Y | +109.1% | +178.1% | -69.1% | +85.6% |
| All | +109.1% | +172.6% | -63.6% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling