+195.5%
AMGN vs EFX
+42.6%
+153.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -13.7% | -4.5% | -9.1% | -12.8% |
| 30D | -8.8% | -6.1% | -2.7% | -7.6% |
| 3M | +7.2% | +6.2% | +1.0% | +5.6% |
| 6M | +1.3% | -11.2% | +12.5% | +3.2% |
| YTD | +17.6% | -21.4% | +39.1% | +22.5% |
| 1Y | +37.2% | -34.3% | +71.5% | +48.4% |
| 3Y | +57.7% | -12.5% | +70.3% | +57.4% |
| 5Y | +106.3% | -35.6% | +141.8% | +116.8% |
| All | +195.5% | +42.6% | +153.0% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling