+1,288.2%
AMGN vs EMB
+132.1%
+1,156.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +7.8% | -0.3% | +8.1% | +8.0% |
| 3M | +27.3% | -0.4% | +27.7% | +27.5% |
| 6M | +16.8% | +0.1% | +16.7% | +16.8% |
| YTD | +36.3% | +1.6% | +34.7% | +35.4% |
| 1Y | +60.4% | +5.6% | +54.8% | +56.8% |
| 3Y | +86.3% | +29.8% | +56.5% | +67.6% |
| 5Y | +125.7% | +7.3% | +118.4% | +117.8% |
| 10Y | +247.0% | +30.4% | +216.6% | +213.8% |
| All | +1,288.2% | +132.1% | +1,156.1% | +1,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling