+43.6%
AMGN vs OVV
+59.6%
-16.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -11.6% | -3.8% | -7.8% | -11.8% |
| 30D | -5.7% | +1.3% | -6.9% | -5.6% |
| 3M | +14.2% | +14.3% | -0.1% | +14.6% |
| 6M | +5.2% | +21.1% | -15.9% | +4.9% |
| YTD | +22.0% | +66.0% | -44.0% | +21.0% |
| 1Y | +43.6% | +59.3% | -15.7% | +42.3% |
| All | +43.6% | +59.6% | -16.0% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling