+325.7%
AMGN vs EMR
+279.2%
+46.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +2.8% | -1.7% | +0.4% |
| 30D | +9.3% | +3.7% | +5.6% | +8.2% |
| 3M | +12.1% | +2.0% | +10.1% | +11.3% |
| 6M | +40.3% | +22.1% | +18.2% | +32.3% |
| YTD | +45.2% | +27.2% | +17.9% | +34.7% |
| 1Y | +42.4% | +32.0% | +10.4% | +30.8% |
| 3Y | +91.0% | +103.3% | -12.2% | +52.3% |
| 5Y | +157.4% | +88.2% | +69.2% | +106.7% |
| All | +325.7% | +279.2% | +46.5% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling