+141.1%
AMGN vs OTIS
+93.9%
+47.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.5% | -9.7% |
| 7D | -10.3% | -0.8% | -9.5% | -10.1% |
| 30D | -3.8% | -4.7% | +1.0% | -2.7% |
| 3M | +14.4% | +1.2% | +13.2% | +14.0% |
| 6M | +7.8% | -20.5% | +28.3% | +13.3% |
| YTD | +22.6% | -18.4% | +41.0% | +28.0% |
| 1Y | +44.2% | -18.1% | +62.3% | +50.4% |
| 3Y | +65.8% | -10.6% | +76.4% | +69.9% |
| 5Y | +108.0% | -16.1% | +124.1% | +112.7% |
| All | +141.1% | +93.9% | +47.2% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling