+107.7%
COST vs AMGN
+103.1%
+4.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.2% | -13.7% | +12.5% | +1.5% |
| 30D | -4.7% | -8.8% | +4.1% | -3.2% |
| 3M | -7.1% | +7.2% | -14.3% | -8.6% |
| 6M | -8.5% | +1.3% | -9.8% | -9.1% |
| YTD | +5.4% | +17.6% | -12.3% | +1.6% |
| 1Y | -5.6% | +37.2% | -42.8% | -12.0% |
| 3Y | +68.5% | +57.7% | +10.7% | +47.3% |
| All | +107.7% | +103.1% | +4.6% | +71.5% |
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