+619.4%
AMGN vs EFV
+256.4%
+363.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -9.7% |
| 7D | -10.3% | +1.0% | -11.2% | -10.7% |
| 30D | -3.8% | +0.2% | -3.9% | -3.8% |
| 3M | +14.4% | +9.6% | +4.8% | +9.0% |
| 6M | +7.8% | +14.0% | -6.2% | +0.5% |
| YTD | +22.6% | +18.5% | +4.1% | +12.0% |
| 1Y | +44.2% | +27.9% | +16.3% | +26.6% |
| 3Y | +65.8% | +92.4% | -26.6% | +17.3% |
| 5Y | +108.0% | +97.2% | +10.8% | +43.3% |
| 10Y | +209.9% | +163.0% | +46.9% | +80.9% |
| All | +619.4% | +256.4% | +363.0% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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