+112.0%
AMGN vs EIX
+24.3%
+87.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -11.6% | +4.1% | -15.7% | -12.5% |
| 30D | -5.7% | -15.3% | +9.7% | -3.6% |
| 3M | +14.2% | -18.4% | +32.7% | +17.6% |
| 6M | +5.2% | -16.8% | +22.0% | +7.8% |
| YTD | +22.0% | -0.6% | +22.5% | +19.8% |
| 1Y | +43.6% | +10.7% | +33.0% | +37.5% |
| 3Y | +65.0% | -4.5% | +69.5% | +60.0% |
| 5Y | +112.0% | +24.0% | +88.0% | +87.2% |
| All | +112.0% | +24.3% | +87.8% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling