+199.6%
AMGN vs ED
+109.0%
+90.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -13.9% | -1.9% | -12.0% | -13.3% |
| 30D | -7.1% | +0.1% | -7.2% | -7.2% |
| 3M | +13.9% | 0.0% | +13.9% | +13.8% |
| 6M | +3.2% | -2.5% | +5.8% | +4.0% |
| YTD | +19.2% | +10.1% | +9.1% | +15.0% |
| 1Y | +41.1% | +13.6% | +27.6% | +34.3% |
| 3Y | +61.3% | +32.4% | +28.8% | +44.2% |
| 5Y | +109.1% | +69.9% | +39.2% | +69.6% |
| All | +199.6% | +109.0% | +90.5% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling