+54,540.1%
AMGN vs OXY
+1,393.8%
+53,146.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -11.6% | +0.6% | -12.3% | -11.7% |
| 30D | -5.7% | +4.5% | -10.2% | -6.3% |
| 3M | +14.2% | +8.9% | +5.3% | +12.4% |
| 6M | +5.2% | +12.5% | -7.3% | +2.5% |
| YTD | +22.0% | +50.5% | -28.5% | +13.4% |
| 1Y | +43.6% | +38.6% | +5.0% | +34.9% |
| 3Y | +65.0% | -1.2% | +66.2% | +61.6% |
| 5Y | +112.0% | +161.6% | -49.6% | +70.3% |
| 10Y | +216.6% | +5.3% | +211.3% | +162.4% |
| All | +54,540.1% | +1,393.8% | +53,146.4% | +30,823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling