+65.7%
AMGN vs ET
+24.7%
+41.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +3.5% |
| 7D | +5.9% | -6.0% | +11.9% | +5.7% |
| 30D | +18.7% | -6.1% | +24.8% | +18.7% |
| 3M | +23.4% | -2.7% | +26.1% | +22.4% |
| 6M | +49.7% | +0.2% | +49.5% | +47.6% |
| YTD | +49.2% | +24.3% | +24.8% | +39.6% |
| 1Y | +65.7% | +26.4% | +39.4% | +53.6% |
| All | +65.7% | +24.7% | +41.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling