+61.6%
DDOG vs AMGN
+57.8%
+3.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | -10.1% | +1.1% | -11.3% | -10.0% |
| 30D | -24.8% | +7.8% | -32.6% | -24.4% |
| 3M | -12.6% | +27.3% | -39.8% | -10.6% |
| 6M | +79.9% | +16.8% | +63.1% | +86.6% |
| YTD | +56.6% | +36.3% | +20.3% | +55.9% |
| 1Y | +61.6% | +60.4% | +1.2% | +51.7% |
| All | +61.6% | +57.8% | +3.8% | +51.7% |
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