+199.6%
AMGN vs EMR
+274.4%
-74.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -13.9% | -1.2% | -12.7% | -13.6% |
| 30D | -7.1% | -9.4% | +2.3% | -4.7% |
| 3M | +13.9% | +8.6% | +5.3% | +11.1% |
| 6M | +3.2% | +6.7% | -3.4% | +0.9% |
| YTD | +19.2% | +13.1% | +6.2% | +14.3% |
| 1Y | +41.1% | +12.7% | +28.4% | +35.0% |
| 3Y | +61.3% | +58.1% | +3.2% | +37.7% |
| 5Y | +109.1% | +63.6% | +45.4% | +74.1% |
| All | +199.6% | +274.4% | -74.8% | +85.8% |
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