+158.5%
AMGN vs EMB
+8.4%
+150.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | -0.4% | -1.8% | -1.9% |
| 30D | +12.1% | +1.5% | +10.6% | +11.1% |
| 3M | +13.6% | -1.6% | +15.2% | +14.9% |
| 6M | +43.9% | -1.5% | +45.4% | +45.4% |
| YTD | +45.9% | -0.1% | +46.0% | +46.2% |
| 1Y | +42.1% | +0.5% | +41.6% | +41.9% |
| 3Y | +91.6% | +30.2% | +61.4% | +68.2% |
| 5Y | +158.5% | +8.6% | +149.9% | +150.3% |
| All | +158.5% | +8.4% | +150.1% | +150.3% |
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