+490.5%
DDOG vs AMGN
+141.5%
+349.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.1% |
| 7D | +3.2% | -13.9% | +17.1% | +6.1% |
| 30D | -10.2% | -7.1% | -3.0% | -9.1% |
| 3M | -2.6% | +13.9% | -16.5% | -5.5% |
| 6M | +80.1% | +3.2% | +76.9% | +78.1% |
| YTD | +63.0% | +19.2% | +43.8% | +55.1% |
| 1Y | +59.4% | +41.1% | +18.2% | +45.0% |
| 3Y | +127.0% | +61.3% | +65.7% | +93.6% |
| 5Y | +61.7% | +109.1% | -47.4% | +19.9% |
| All | +490.5% | +141.5% | +349.0% | +230.1% |
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