+216.6%
AMGN vs OVV
+55.1%
+161.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -11.6% | -3.8% | -7.8% | -11.4% |
| 30D | -5.7% | +1.3% | -6.9% | -5.8% |
| 3M | +14.2% | +14.3% | -0.1% | +13.0% |
| 6M | +5.2% | +21.1% | -15.9% | +3.4% |
| YTD | +22.0% | +66.0% | -44.0% | +17.0% |
| 1Y | +43.6% | +59.3% | -15.7% | +38.0% |
| 3Y | +65.0% | +47.6% | +17.4% | +57.8% |
| 5Y | +112.0% | +162.0% | -49.9% | +88.8% |
| 10Y | +216.6% | +56.5% | +160.1% | +153.4% |
| All | +216.6% | +55.1% | +161.4% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling