+112.0%
AMGN vs EMR
+60.6%
+51.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -11.6% | +0.9% | -12.6% | -11.8% |
| 30D | -5.7% | -5.0% | -0.7% | -4.7% |
| 3M | +14.2% | +5.9% | +8.3% | +12.6% |
| 6M | +5.2% | +7.3% | -2.1% | +3.2% |
| YTD | +22.0% | +14.6% | +7.4% | +17.8% |
| 1Y | +43.6% | +15.6% | +28.0% | +38.1% |
| 3Y | +65.0% | +60.2% | +4.8% | +47.1% |
| 5Y | +112.0% | +65.8% | +46.2% | +83.2% |
| All | +112.0% | +60.6% | +51.4% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling