+390.4%
DDOG vs AMGN
+194.0%
+196.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | +1.1% | +1.7% | +2.7% |
| 30D | -31.6% | +9.3% | -40.9% | -32.9% |
| 3M | -27.0% | +12.1% | -39.1% | -28.9% |
| 6M | -10.3% | +40.3% | -50.6% | -16.6% |
| YTD | +35.4% | +45.2% | -9.8% | +23.8% |
| 1Y | -1.0% | +42.4% | -43.4% | -9.1% |
| 3Y | +76.7% | +91.0% | -14.4% | +46.4% |
| 5Y | -4.6% | +157.4% | -162.0% | -32.2% |
| All | +390.4% | +194.0% | +196.5% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling