+59.4%
DDOG vs AMGN
+40.4%
+19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.7% |
| 7D | +3.2% | -13.9% | +17.1% | +2.0% |
| 30D | -10.2% | -7.1% | -3.0% | -10.6% |
| 3M | -2.6% | +13.9% | -16.5% | -0.9% |
| 6M | +80.1% | +3.2% | +76.9% | +85.1% |
| YTD | +63.0% | +19.2% | +43.8% | +61.0% |
| 1Y | +59.4% | +41.1% | +18.2% | +49.5% |
| All | +59.4% | +40.4% | +19.0% | +49.5% |
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 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