+53,311.3%
AMGN vs EQT
+2,995.6%
+50,315.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.3% |
| 7D | -13.9% | -1.2% | -12.7% | -13.7% |
| 30D | -7.1% | +1.1% | -8.2% | -7.3% |
| 3M | +13.9% | +4.8% | +9.1% | +12.8% |
| 6M | +3.2% | -10.6% | +13.8% | +4.8% |
| YTD | +19.2% | +3.4% | +15.8% | +18.1% |
| 1Y | +41.1% | +8.7% | +32.5% | +38.4% |
| 3Y | +61.3% | +35.0% | +26.3% | +49.7% |
| 5Y | +109.1% | +204.2% | -95.2% | +60.5% |
| 10Y | +209.4% | +52.5% | +157.0% | +142.5% |
| All | +53,311.3% | +2,995.6% | +50,315.7% | +19,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling