-5.6%
COST vs AMGN
+39.2%
-44.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.2% | -13.7% | +12.5% | +0.4% |
| 30D | -4.7% | -8.8% | +4.1% | -3.8% |
| 3M | -7.1% | +7.2% | -14.3% | -7.9% |
| 6M | -8.5% | +1.3% | -9.8% | -9.1% |
| YTD | +5.4% | +17.6% | -12.3% | +4.7% |
| 1Y | -5.6% | +37.2% | -42.8% | -5.7% |
| All | -5.6% | +39.2% | -44.9% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling