+60,958.4%
AMGN vs EAT
+11,644.8%
+49,313.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +7.8% | +1.9% | +6.0% | +7.5% |
| 3M | +27.3% | +68.7% | -41.4% | +19.9% |
| 6M | +16.8% | +66.9% | -50.1% | +9.7% |
| YTD | +36.3% | +60.4% | -24.1% | +28.4% |
| 1Y | +60.4% | +44.0% | +16.4% | +52.3% |
| 3Y | +86.3% | +604.7% | -518.3% | +44.9% |
| 5Y | +125.7% | +347.0% | -221.4% | +79.2% |
| 10Y | +247.0% | +390.8% | -143.7% | +146.8% |
| All | +60,958.4% | +11,644.8% | +49,313.6% | +19,294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling