+120.5%
COP vs AMGN
+154.9%
-34.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | +1.1% | +12.1% | -11.0% | -0.3% |
| 3M | +10.9% | +12.2% | -1.2% | +9.2% |
| 6M | +20.8% | +42.1% | -21.4% | +14.6% |
| YTD | +48.0% | +45.0% | +3.0% | +39.2% |
| 1Y | +58.5% | +47.7% | +10.8% | +48.3% |
| 3Y | +28.1% | +90.4% | -62.3% | +12.7% |
| 5Y | +120.5% | +154.9% | -34.5% | +78.6% |
| All | +120.5% | +154.9% | -34.4% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling