+109.1%
AMGN vs EMB
+6.1%
+103.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -13.9% | -1.1% | -12.8% | -13.3% |
| 30D | -7.1% | -1.1% | -6.1% | -6.5% |
| 3M | +13.9% | -0.8% | +14.7% | +14.5% |
| 6M | +3.2% | -0.1% | +3.3% | +3.3% |
| YTD | +19.2% | +0.4% | +18.8% | +19.0% |
| 1Y | +41.1% | +3.3% | +37.9% | +38.7% |
| 3Y | +61.3% | +29.0% | +32.3% | +42.2% |
| 5Y | +109.1% | +6.3% | +102.7% | +100.1% |
| All | +109.1% | +6.1% | +103.0% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling