+64.4%
AMGN vs EMR
+62.0%
+2.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.4% | -9.6% | -10.0% |
| 7D | -10.3% | +3.1% | -13.3% | -10.8% |
| 30D | -3.8% | -3.5% | -0.2% | -3.1% |
| 3M | +14.4% | +9.8% | +4.6% | +11.9% |
| 6M | +7.8% | +10.8% | -3.0% | +5.1% |
| YTD | +22.6% | +15.9% | +6.6% | +18.1% |
| 1Y | +44.2% | +16.4% | +27.8% | +38.5% |
| All | +64.4% | +62.0% | +2.4% | +52.8% |
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 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