+65.7%
AMGN vs OTIS
-9.8%
+75.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.1% | +2.2% |
| 7D | +5.9% | +9.5% | -3.6% | +2.3% |
| 30D | +18.7% | +21.1% | -2.4% | +10.5% |
| 3M | +23.4% | +9.0% | +14.4% | +19.4% |
| 6M | +49.7% | +6.4% | +43.3% | +45.6% |
| YTD | +49.2% | -7.1% | +56.3% | +48.9% |
| 1Y | +65.7% | -10.1% | +75.9% | +70.5% |
| All | +65.7% | -9.8% | +75.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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