+328.1%
AMGN vs OVV
+48.9%
+279.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | 0.0% | -10.7% | +10.7% | +0.7% |
| 30D | +12.1% | -5.3% | +17.4% | +12.5% |
| 3M | +13.9% | +2.4% | +11.5% | +13.5% |
| 6M | +42.1% | +5.7% | +36.5% | +41.1% |
| YTD | +45.0% | +56.8% | -11.7% | +39.5% |
| 1Y | +49.3% | +59.3% | -9.9% | +43.4% |
| 3Y | +92.8% | +49.0% | +43.8% | +84.1% |
| 5Y | +156.7% | +88.1% | +68.6% | +135.0% |
| 10Y | +328.1% | +42.5% | +285.6% | +248.0% |
| All | +328.1% | +48.9% | +279.3% | +248.0% |
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