+54,805.5%
AMGN vs EOG
+7,424.5%
+47,381.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.1% |
| 7D | -10.3% | -2.0% | -8.2% | -10.0% |
| 30D | -3.8% | +7.9% | -11.6% | -4.8% |
| 3M | +14.4% | +4.5% | +9.9% | +13.4% |
| 6M | +7.8% | +12.3% | -4.5% | +5.5% |
| YTD | +22.6% | +41.9% | -19.3% | +15.9% |
| 1Y | +44.2% | +27.8% | +16.4% | +38.2% |
| 3Y | +65.8% | +21.8% | +44.0% | +58.7% |
| 5Y | +108.0% | +174.0% | -66.0% | +72.4% |
| 10Y | +209.9% | +110.4% | +99.5% | +149.4% |
| All | +54,805.5% | +7,424.5% | +47,381.0% | +29,426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling