+103.4%
AMGN vs EFA
+52.4%
+51.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | -13.7% | -1.5% | -12.2% | -13.1% |
| 30D | -8.8% | -1.7% | -7.1% | -8.1% |
| 3M | +7.2% | +3.5% | +3.7% | +5.4% |
| 6M | +1.3% | +9.5% | -8.2% | -3.0% |
| YTD | +17.6% | +12.9% | +4.8% | +11.1% |
| 1Y | +37.2% | +18.2% | +19.0% | +26.9% |
| 3Y | +57.7% | +64.8% | -7.1% | +28.0% |
| All | +103.4% | +52.4% | +51.0% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 5y: compounded portfolio wealth divided by compounded EFA 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…
5y analysis · Full analysis span regression · 6 months rolling