+195.5%
AMGN vs EMB
+30.3%
+165.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -1.2% | -12.5% | -13.0% |
| 30D | -8.8% | -1.3% | -7.5% | -8.1% |
| 3M | +7.2% | -1.8% | +9.0% | +8.4% |
| 6M | +1.3% | +0.2% | +1.1% | +1.2% |
| YTD | +17.6% | +0.4% | +17.3% | +17.5% |
| 1Y | +37.2% | +2.8% | +34.3% | +35.0% |
| 3Y | +57.7% | +29.1% | +28.6% | +36.8% |
| 5Y | +106.3% | +6.3% | +100.0% | +100.1% |
| All | +195.5% | +30.3% | +165.2% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling