+8,146.1%
AMGN vs EME
+61,154.1%
-53,008.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | 0.0% |
| 7D | -11.6% | +2.7% | -14.4% | -12.1% |
| 30D | -5.7% | -6.8% | +1.1% | -4.6% |
| 3M | +14.2% | -8.8% | +23.0% | +15.2% |
| 6M | +5.2% | +5.0% | +0.2% | +3.0% |
| YTD | +22.0% | +23.5% | -1.5% | +15.6% |
| 1Y | +43.6% | +21.3% | +22.3% | +35.7% |
| 3Y | +65.0% | +241.1% | -176.1% | +24.0% |
| 5Y | +112.0% | +549.2% | -437.1% | +38.5% |
| 10Y | +216.6% | +1,306.4% | -1,089.8% | +71.1% |
| All | +8,146.1% | +61,154.1% | -53,008.0% | +2,852.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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