-1.0%
DDOG vs AMGN
+41.6%
-42.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.9% | +1.1% | +1.7% | +3.1% |
| 30D | -31.6% | +9.3% | -40.9% | -30.5% |
| 3M | -27.0% | +12.1% | -39.1% | -25.6% |
| 6M | -10.3% | +40.3% | -50.6% | -4.7% |
| YTD | +35.4% | +45.2% | -9.8% | +35.4% |
| 1Y | -1.0% | +42.4% | -43.4% | -0.5% |
| All | -1.0% | +41.6% | -42.6% | -0.5% |
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