+64,868.5%
AMGN vs ES
+1,231.7%
+63,636.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +12.1% | +5.9% | +6.2% | +10.1% |
| 3M | +12.2% | -1.0% | +13.2% | +12.4% |
| 6M | +42.1% | +7.2% | +35.0% | +38.8% |
| YTD | +45.0% | +7.0% | +38.1% | +41.3% |
| 1Y | +47.7% | +0.5% | +47.3% | +46.2% |
| 3Y | +90.4% | +48.7% | +41.8% | +64.7% |
| 5Y | +154.9% | +1.9% | +153.0% | +145.1% |
| 10Y | +313.6% | +89.2% | +224.4% | +223.4% |
| All | +64,868.5% | +1,231.7% | +63,636.8% | +24,990.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling