+195.5%
AMGN vs OXY
+7.5%
+188.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -13.7% | +2.8% | -16.5% | -13.9% |
| 30D | -8.8% | +5.5% | -14.3% | -9.2% |
| 3M | +7.2% | +11.3% | -4.1% | +6.1% |
| 6M | +1.3% | +11.6% | -10.3% | -0.1% |
| YTD | +17.6% | +51.6% | -33.9% | +12.8% |
| 1Y | +37.2% | +36.2% | +1.0% | +32.6% |
| 3Y | +57.7% | +1.7% | +56.0% | +55.3% |
| 5Y | +106.3% | +164.5% | -58.2% | +82.4% |
| All | +195.5% | +7.5% | +188.1% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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