+336.7%
COP vs AMGN
+319.8%
+16.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +4.4% | +1.1% | +3.3% | +4.0% |
| 30D | 0.0% | +9.3% | -9.3% | -3.1% |
| 3M | +15.0% | +12.1% | +2.9% | +10.0% |
| 6M | +22.0% | +40.3% | -18.3% | +7.3% |
| YTD | +55.3% | +45.2% | +10.2% | +33.4% |
| 1Y | +64.1% | +42.4% | +21.7% | +41.8% |
| 3Y | +34.1% | +91.0% | -57.0% | -0.6% |
| 5Y | +133.4% | +157.4% | -24.0% | +45.7% |
| All | +336.7% | +319.8% | +16.9% | +134.9% |
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