+79.9%
DDOG vs AMGN
+16.6%
+63.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.4% |
| 7D | -10.1% | +1.1% | -11.3% | -9.7% |
| 30D | -24.8% | +7.8% | -32.6% | -23.0% |
| 3M | -12.6% | +27.3% | -39.8% | -4.0% |
| 6M | +79.9% | +16.8% | +63.1% | +109.3% |
| All | +79.9% | +16.6% | +63.3% | +109.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling