+64,930.0%
AMGN vs ED
+2,513.4%
+62,416.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +1.1% | +2.1% | -0.9% | +0.4% |
| 30D | +9.3% | +10.4% | -1.1% | +5.4% |
| 3M | +12.1% | +12.5% | -0.5% | +7.2% |
| 6M | +40.3% | +14.9% | +25.4% | +33.1% |
| YTD | +45.2% | +24.8% | +20.4% | +33.5% |
| 1Y | +42.4% | +23.8% | +18.6% | +31.3% |
| 3Y | +91.0% | +51.6% | +39.4% | +62.1% |
| 5Y | +157.4% | +86.4% | +70.9% | +100.7% |
| 10Y | +321.0% | +145.4% | +175.6% | +188.7% |
| All | +64,930.0% | +2,513.4% | +62,416.6% | +17,784.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling