+65.7%
AMGN vs EQT
-3.4%
+69.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +4.0% |
| 7D | +5.9% | -6.6% | +12.5% | +6.5% |
| 30D | +18.7% | +2.7% | +16.0% | +18.1% |
| 3M | +23.4% | -0.2% | +23.6% | +23.2% |
| 6M | +49.7% | -10.6% | +60.3% | +53.1% |
| YTD | +49.2% | -1.2% | +50.3% | +47.1% |
| 1Y | +65.7% | -4.9% | +70.6% | +66.1% |
| All | +65.7% | -3.4% | +69.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling