+109.1%
AMGN vs EFX
-37.1%
+146.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -13.9% | -11.1% | -2.7% | -12.2% |
| 30D | -7.1% | -7.4% | +0.2% | -6.0% |
| 3M | +13.9% | +1.5% | +12.4% | +13.5% |
| 6M | +3.2% | -13.7% | +16.9% | +5.3% |
| YTD | +19.2% | -21.9% | +41.1% | +23.0% |
| 1Y | +41.1% | -30.8% | +71.9% | +48.3% |
| 3Y | +61.3% | -12.4% | +73.7% | +64.0% |
| 5Y | +109.1% | -35.9% | +145.0% | +114.1% |
| All | +109.1% | -37.1% | +146.2% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling