+41.1%
AMGN vs EIX
+9.7%
+31.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -13.9% | +0.8% | -14.7% | -14.0% |
| 30D | -7.1% | -18.8% | +11.7% | -5.1% |
| 3M | +13.9% | -19.7% | +33.6% | +16.6% |
| 6M | +3.2% | -18.2% | +21.5% | +4.9% |
| YTD | +19.2% | -1.7% | +21.0% | +14.5% |
| 1Y | +41.1% | +7.8% | +33.4% | +30.3% |
| All | +41.1% | +9.7% | +31.4% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling