+199.6%
AMGN vs EIX
+21.5%
+178.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -13.9% | +0.8% | -14.7% | -14.2% |
| 30D | -7.1% | -18.8% | +11.7% | -3.8% |
| 3M | +13.9% | -19.7% | +33.6% | +18.1% |
| 6M | +3.2% | -18.2% | +21.5% | +6.5% |
| YTD | +19.2% | -1.7% | +21.0% | +17.5% |
| 1Y | +41.1% | +7.8% | +33.4% | +35.9% |
| 3Y | +61.3% | -5.6% | +66.9% | +57.7% |
| 5Y | +109.1% | +23.7% | +85.4% | +89.2% |
| All | +199.6% | +21.5% | +178.1% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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