+109.1%
AMGN vs OMC
+31.0%
+78.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -13.9% | -6.2% | -7.6% | -12.9% |
| 30D | -7.1% | -7.6% | +0.4% | -5.9% |
| 3M | +13.9% | +7.4% | +6.5% | +12.3% |
| 6M | +3.2% | +0.1% | +3.1% | +3.0% |
| YTD | +19.2% | +0.4% | +18.8% | +18.5% |
| 1Y | +41.1% | +7.8% | +33.4% | +37.8% |
| 3Y | +61.3% | +11.8% | +49.5% | +56.0% |
| 5Y | +109.1% | +32.5% | +76.6% | +92.1% |
| All | +109.1% | +31.0% | +78.1% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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