+154.5%
AMGN vs OVV
+84.0%
+70.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | -1.2% | -16.7% | +15.5% | -0.5% |
| 30D | +11.5% | -1.5% | +13.0% | +11.4% |
| 3M | +14.4% | +1.6% | +12.8% | +14.2% |
| 6M | +40.9% | +2.0% | +38.9% | +40.5% |
| YTD | +43.5% | +56.8% | -13.3% | +39.7% |
| 1Y | +49.9% | +64.8% | -14.9% | +45.5% |
| 3Y | +84.6% | +38.3% | +46.4% | +79.0% |
| All | +154.5% | +84.0% | +70.5% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling