+391.2%
DDOG vs AMGN
+194.9%
+196.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +5.6% | +1.5% | +4.2% | +5.4% |
| 30D | -34.9% | +13.1% | -48.0% | -36.5% |
| 3M | -23.4% | +12.9% | -36.3% | -25.5% |
| 6M | -7.7% | +40.8% | -48.5% | -14.3% |
| YTD | +35.6% | +45.6% | -10.0% | +24.0% |
| 1Y | -3.4% | +42.7% | -46.1% | -11.3% |
| 3Y | +78.0% | +91.2% | -13.2% | +47.5% |
| 5Y | -4.4% | +158.1% | -162.6% | -32.1% |
| All | +391.2% | +194.9% | +196.4% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling