+103.4%
AMGN vs EQX
+83.7%
+19.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.4% |
| 7D | -13.7% | -3.2% | -10.5% | -13.6% |
| 30D | -8.8% | +7.8% | -16.6% | -9.1% |
| 3M | +7.2% | +21.3% | -14.1% | +6.1% |
| 6M | +1.3% | -22.4% | +23.7% | +2.0% |
| YTD | +17.6% | -11.3% | +29.0% | +17.6% |
| 1Y | +37.2% | +13.5% | +23.7% | +35.5% |
| 3Y | +57.7% | +162.1% | -104.4% | +48.1% |
| All | +103.4% | +83.7% | +19.8% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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