+439.7%
AMGN vs ESI
+224.6%
+215.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | +7.8% | -5.9% | +13.7% | +8.8% |
| 3M | +27.3% | -14.1% | +41.3% | +29.6% |
| 6M | +16.8% | +6.6% | +10.3% | +13.9% |
| YTD | +36.3% | +45.0% | -8.7% | +25.8% |
| 1Y | +60.4% | +41.5% | +19.0% | +48.3% |
| 3Y | +86.3% | +78.8% | +7.6% | +63.0% |
| 5Y | +125.7% | +70.9% | +54.8% | +95.6% |
| 10Y | +247.0% | +317.1% | -70.0% | +145.6% |
| All | +439.7% | +224.6% | +215.0% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling