+60.7%
COP vs AMGN
+64.6%
-3.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.9% | -4.6% |
| 7D | -8.1% | +5.9% | -14.0% | -7.3% |
| 30D | +6.7% | +18.7% | -12.1% | +9.2% |
| 3M | +16.9% | +23.4% | -6.5% | +20.7% |
| 6M | +11.2% | +49.7% | -38.6% | +17.3% |
| YTD | +49.5% | +49.2% | +0.3% | +57.1% |
| 1Y | +60.7% | +65.7% | -5.1% | +65.8% |
| All | +60.7% | +64.6% | -3.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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