+64.4%
AMGN vs EMB
+30.7%
+33.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -9.9% |
| 7D | -10.3% | +0.3% | -10.5% | -10.5% |
| 30D | -3.8% | -0.5% | -3.3% | -3.2% |
| 3M | +14.4% | +0.3% | +14.1% | +14.0% |
| 6M | +7.8% | +1.2% | +6.7% | +6.4% |
| YTD | +22.6% | +1.5% | +21.1% | +20.6% |
| 1Y | +44.2% | +4.8% | +39.4% | +36.8% |
| All | +64.4% | +30.7% | +33.6% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling