+59.9%
DDOG vs AMGN
+107.3%
-47.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.2% |
| 7D | +7.7% | -11.6% | +19.3% | +7.7% |
| 30D | -13.6% | -5.7% | -7.9% | -13.6% |
| 3M | -0.9% | +14.2% | -15.1% | -1.0% |
| 6M | +75.2% | +5.2% | +70.0% | +75.8% |
| YTD | +65.7% | +22.0% | +43.7% | +64.5% |
| 1Y | +60.4% | +43.6% | +16.7% | +57.9% |
| 3Y | +130.7% | +65.0% | +65.7% | +128.2% |
| 5Y | +59.9% | +112.0% | -52.2% | +54.2% |
| All | +59.9% | +107.3% | -47.4% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling