+474.8%
AMGN vs ESI
+198.2%
+276.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.1% | +5.5% | -4.4% | +0.2% |
| 30D | +9.3% | -7.8% | +17.0% | +10.4% |
| 3M | +12.1% | -15.0% | +27.1% | +14.5% |
| 6M | +40.3% | -24.9% | +65.2% | +45.3% |
| YTD | +45.2% | +33.2% | +12.0% | +35.2% |
| 1Y | +42.4% | +24.9% | +17.5% | +33.9% |
| 3Y | +91.0% | +77.8% | +13.3% | +66.6% |
| 5Y | +157.4% | +37.1% | +120.2% | +130.9% |
| 10Y | +321.0% | +320.5% | +0.5% | +197.5% |
| All | +474.8% | +198.2% | +276.6% | +351.4% |
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 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