+216.6%
AMGN vs ES
+83.1%
+133.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -11.6% | 0.0% | -11.6% | -11.7% |
| 30D | -5.7% | -1.0% | -4.6% | -5.4% |
| 3M | +14.2% | +1.5% | +12.7% | +13.5% |
| 6M | +5.2% | -3.5% | +8.7% | +6.2% |
| YTD | +22.0% | +7.0% | +15.0% | +18.6% |
| 1Y | +43.6% | +15.3% | +28.3% | +35.1% |
| 3Y | +65.0% | +30.2% | +34.8% | +46.4% |
| 5Y | +112.0% | -4.3% | +116.3% | +108.2% |
| 10Y | +216.6% | +87.5% | +129.1% | +169.8% |
| All | +216.6% | +83.1% | +133.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling