+190.1%
COP vs AMGN
+108.3%
+81.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.1% | +10.7% | +1.9% |
| 7D | -0.8% | -10.3% | +9.4% | +0.5% |
| 30D | +15.6% | -3.8% | +19.4% | +16.0% |
| 3M | +14.3% | +14.4% | 0.0% | +11.8% |
| 6M | +17.0% | +7.8% | +9.2% | +15.3% |
| YTD | +47.4% | +22.6% | +24.9% | +41.6% |
| 1Y | +52.4% | +44.2% | +8.2% | +41.1% |
| 3Y | +20.8% | +65.8% | -45.0% | +7.9% |
| All | +190.1% | +108.3% | +81.8% | +150.0% |
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