+109.1%
AMGN vs EAT
+308.2%
-199.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -13.9% | -6.2% | -7.7% | -13.5% |
| 30D | -7.1% | -3.0% | -4.1% | -7.0% |
| 3M | +13.9% | +45.6% | -31.7% | +11.1% |
| 6M | +3.2% | +53.5% | -50.3% | +0.2% |
| YTD | +19.2% | +49.6% | -30.3% | +15.9% |
| 1Y | +41.1% | +38.9% | +2.2% | +37.6% |
| 3Y | +61.3% | +589.7% | -528.4% | +41.6% |
| 5Y | +109.1% | +318.7% | -209.6% | +82.2% |
| All | +109.1% | +308.2% | -199.1% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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