+91.6%
AMGN vs EMR
+103.3%
-11.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +0.9% |
| 30D | +13.1% | +2.1% | +11.0% | +12.6% |
| 3M | +12.9% | +2.3% | +10.6% | +12.2% |
| 6M | +40.8% | +22.5% | +18.3% | +34.5% |
| YTD | +45.6% | +27.2% | +18.4% | +37.7% |
| 1Y | +42.7% | +28.0% | +14.7% | +34.8% |
| All | +91.6% | +103.3% | -11.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling