+60,958.4%
AMGN vs ES
+1,243.3%
+59,715.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +7.8% | -2.0% | +9.8% | +8.4% |
| 3M | +27.3% | +1.7% | +25.6% | +26.5% |
| 6M | +16.8% | -3.5% | +20.4% | +17.9% |
| YTD | +36.3% | +7.9% | +28.4% | +32.6% |
| 1Y | +60.4% | +17.2% | +43.3% | +51.3% |
| 3Y | +86.3% | +29.3% | +57.0% | +68.1% |
| 5Y | +125.7% | -5.7% | +131.4% | +122.4% |
| 10Y | +247.0% | +85.2% | +161.8% | +172.9% |
| All | +60,958.4% | +1,243.3% | +59,715.1% | +23,442.7% |
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