+4,690.3%
COP vs AMGN
+68,103.9%
-63,413.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.1% |
| 30D | -0.6% | +13.1% | -13.7% | -2.9% |
| 3M | +10.8% | +12.9% | -2.1% | +7.8% |
| 6M | +19.6% | +40.8% | -21.1% | +11.4% |
| YTD | +52.9% | +45.6% | +7.3% | +40.9% |
| 1Y | +62.2% | +42.7% | +19.5% | +49.9% |
| 3Y | +32.4% | +91.2% | -58.8% | +14.5% |
| 5Y | +129.7% | +158.1% | -28.4% | +86.3% |
| 10Y | +331.8% | +322.3% | +9.5% | +221.7% |
| All | +4,690.3% | +68,103.9% | -63,413.5% | +2,477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling