+65.8%
AMGN vs ESI
+82.9%
-17.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.6% | -10.2% |
| 7D | -10.3% | +5.4% | -15.6% | -10.9% |
| 30D | -3.8% | -4.2% | +0.4% | -3.3% |
| 3M | +14.4% | -9.6% | +24.0% | +15.2% |
| 6M | +7.8% | +18.3% | -10.5% | +2.3% |
| YTD | +22.6% | +45.8% | -23.3% | +11.2% |
| 1Y | +44.2% | +39.2% | +5.1% | +31.5% |
| 3Y | +65.8% | +86.3% | -20.5% | +38.3% |
| All | +65.8% | +82.9% | -17.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling