+809.2%
AMGN vs EFA
+386.6%
+422.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -11.6% | -0.5% | -11.2% | -11.4% |
| 30D | -5.7% | -1.3% | -4.3% | -4.9% |
| 3M | +14.2% | +5.2% | +9.0% | +10.9% |
| 6M | +5.2% | +9.4% | -4.2% | -0.3% |
| YTD | +22.0% | +12.7% | +9.3% | +13.5% |
| 1Y | +43.6% | +19.3% | +24.4% | +29.5% |
| 3Y | +65.0% | +66.3% | -1.3% | +22.6% |
| 5Y | +112.0% | +53.4% | +58.7% | +62.4% |
| 10Y | +216.6% | +144.4% | +72.1% | +83.9% |
| All | +809.2% | +386.6% | +422.6% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling