+108.9%
AMGN vs EOSE
-60.2%
+169.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -2.2% |
| 7D | -13.9% | +14.0% | -27.9% | -14.0% |
| 30D | -7.1% | -5.9% | -1.2% | -7.1% |
| 3M | +13.9% | -34.3% | +48.2% | +14.3% |
| 6M | +3.2% | -37.8% | +41.0% | +3.3% |
| YTD | +19.2% | -65.2% | +84.4% | +19.9% |
| 1Y | +41.1% | -41.9% | +83.1% | +40.6% |
| 3Y | +61.3% | +44.6% | +16.7% | +55.3% |
| 5Y | +109.1% | -69.2% | +178.2% | +100.3% |
| All | +108.9% | -60.2% | +169.1% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 all: compounded portfolio wealth divided by compounded EOSE 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…
all analysis · Full analysis span regression · 6 months rolling