+65.7%
AMGN vs EMB
+0.7%
+65.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.3% |
| 7D | +5.9% | +0.7% | +5.2% | +4.9% |
| 30D | +18.7% | +2.3% | +16.4% | +15.2% |
| 3M | +23.4% | -2.5% | +25.9% | +27.6% |
| 6M | +49.7% | -1.1% | +50.8% | +51.5% |
| YTD | +49.2% | -0.6% | +49.8% | +51.9% |
| 1Y | +65.7% | +0.6% | +65.1% | +67.1% |
| All | +65.7% | +0.7% | +65.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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