+81.6%
KO vs AMGN
+105.9%
-24.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.8% |
| 7D | -1.1% | -13.9% | +12.8% | +1.9% |
| 30D | +1.6% | -7.1% | +8.7% | +2.9% |
| 3M | +5.8% | +13.9% | -8.2% | +2.6% |
| 6M | +14.3% | +3.2% | +11.0% | +13.0% |
| YTD | +27.3% | +19.2% | +8.1% | +22.0% |
| 1Y | +33.2% | +41.1% | -8.0% | +22.6% |
| 3Y | +64.5% | +61.3% | +3.2% | +43.2% |
| All | +81.6% | +105.9% | -24.3% | +42.2% |
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