+65,270.7%
AMGN vs ED
+2,474.3%
+62,796.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | -0.9% | -1.2% | -1.9% |
| 30D | +12.1% | +11.2% | +0.9% | +7.9% |
| 3M | +13.6% | +11.8% | +1.9% | +9.0% |
| 6M | +43.9% | +14.1% | +29.8% | +36.9% |
| YTD | +45.9% | +23.0% | +23.0% | +34.9% |
| 1Y | +42.1% | +23.7% | +18.5% | +31.1% |
| 3Y | +91.6% | +47.7% | +43.8% | +64.2% |
| 5Y | +158.5% | +82.6% | +75.9% | +103.1% |
| 10Y | +323.2% | +141.8% | +181.5% | +191.8% |
| All | +65,270.7% | +2,474.3% | +62,796.4% | +17,977.7% |
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