+60,958.4%
AMGN vs ED
+2,217.3%
+58,741.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +7.8% | -0.1% | +8.0% | +7.8% |
| 3M | +27.3% | +3.9% | +23.3% | +25.4% |
| 6M | +16.8% | -3.0% | +19.9% | +18.0% |
| YTD | +36.3% | +10.7% | +25.6% | +31.1% |
| 1Y | +60.4% | +13.3% | +47.1% | +52.6% |
| 3Y | +86.3% | +34.5% | +51.8% | +65.2% |
| 5Y | +125.7% | +67.1% | +58.5% | +83.0% |
| 10Y | +247.0% | +103.0% | +144.0% | +154.6% |
| All | +60,958.4% | +2,217.3% | +58,741.1% | +17,461.4% |
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