+115.3%
DDOG vs AMGN
+68.2%
+47.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.1% | +8.8% | -1.1% |
| 7D | -6.1% | -10.3% | +4.2% | -5.9% |
| 30D | -10.1% | -3.8% | -6.4% | -10.1% |
| 3M | -9.3% | +14.4% | -23.6% | -9.6% |
| 6M | +67.2% | +7.8% | +59.4% | +67.5% |
| YTD | +54.6% | +22.6% | +32.0% | +52.3% |
| 1Y | +54.1% | +44.2% | +9.9% | +49.3% |
| 3Y | +115.3% | +65.8% | +49.5% | +102.5% |
| All | +115.3% | +68.2% | +47.1% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling