+64,196.8%
AMGN vs ES
+1,235.9%
+62,960.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | -1.2% | +1.9% | -3.1% | -1.8% |
| 30D | +11.5% | +7.1% | +4.4% | +9.1% |
| 3M | +14.4% | -1.9% | +16.3% | +14.9% |
| 6M | +40.9% | +4.4% | +36.6% | +38.7% |
| YTD | +43.5% | +7.3% | +36.2% | +39.7% |
| 1Y | +49.9% | +2.1% | +47.8% | +47.6% |
| 3Y | +84.6% | +41.8% | +42.8% | +62.1% |
| 5Y | +151.6% | +1.4% | +150.2% | +142.3% |
| 10Y | +358.2% | +86.8% | +271.4% | +259.2% |
| All | +64,196.8% | +1,235.9% | +62,960.9% | +24,706.9% |
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