+54,805.5%
AMGN vs EFX
+6,208.7%
+48,596.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.1% | -7.0% | -9.3% |
| 7D | -10.3% | -7.8% | -2.4% | -8.3% |
| 30D | -3.8% | -5.7% | +2.0% | -2.3% |
| 3M | +14.4% | +2.5% | +11.9% | +13.1% |
| 6M | +7.8% | -16.7% | +24.5% | +12.0% |
| YTD | +22.6% | -20.2% | +42.8% | +28.0% |
| 1Y | +44.2% | -31.4% | +75.6% | +56.4% |
| 3Y | +65.8% | -10.5% | +76.3% | +63.7% |
| 5Y | +108.0% | -35.2% | +143.2% | +117.3% |
| 10Y | +209.9% | +40.2% | +169.7% | +149.1% |
| All | +54,805.5% | +6,208.7% | +48,596.8% | +17,481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling