+112.0%
AMGN vs ESI
+74.4%
+37.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -11.6% | +3.9% | -15.6% | -12.1% |
| 30D | -5.7% | -3.8% | -1.9% | -5.3% |
| 3M | +14.2% | -13.1% | +27.3% | +15.7% |
| 6M | +5.2% | +11.3% | -6.1% | +1.8% |
| YTD | +22.0% | +44.1% | -22.1% | +12.9% |
| 1Y | +43.6% | +40.3% | +3.3% | +33.1% |
| 3Y | +65.0% | +84.1% | -19.1% | +45.0% |
| 5Y | +112.0% | +75.8% | +36.2% | +85.4% |
| All | +112.0% | +74.4% | +37.6% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling