+1,010.5%
AMGN vs OVV
+162.8%
+847.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +7.8% | +11.7% | -3.9% | +6.5% |
| 3M | +27.3% | +9.8% | +17.5% | +25.7% |
| 6M | +16.8% | +26.6% | -9.7% | +13.3% |
| YTD | +36.3% | +67.0% | -30.7% | +28.0% |
| 1Y | +60.4% | +55.9% | +4.5% | +51.5% |
| 3Y | +86.3% | +45.5% | +40.8% | +74.7% |
| 5Y | +125.7% | +157.3% | -31.7% | +90.4% |
| 10Y | +247.0% | +65.0% | +182.0% | +159.5% |
| All | +1,010.5% | +162.8% | +847.7% | +488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling