+338.5%
COP vs AMGN
+206.2%
+132.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.7% |
| 7D | +2.3% | -13.7% | +16.0% | +7.1% |
| 30D | +8.6% | -8.8% | +17.4% | +11.5% |
| 3M | +19.9% | +7.2% | +12.7% | +16.2% |
| 6M | +19.0% | +1.3% | +17.8% | +17.1% |
| YTD | +50.0% | +17.6% | +32.3% | +39.0% |
| 1Y | +50.5% | +37.2% | +13.3% | +30.8% |
| 3Y | +25.2% | +57.7% | -32.5% | -0.3% |
| 5Y | +194.3% | +106.3% | +88.0% | +102.0% |
| All | +338.5% | +206.2% | +132.4% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling