+54,805.5%
AMGN vs ETR
+4,465.2%
+50,340.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.2% | -11.3% | -10.4% |
| 7D | -10.3% | +1.4% | -11.7% | -10.6% |
| 30D | -3.8% | +1.9% | -5.6% | -4.3% |
| 3M | +14.4% | +1.0% | +13.4% | +13.9% |
| 6M | +7.8% | +4.8% | +3.0% | +6.1% |
| YTD | +22.6% | +19.5% | +3.0% | +16.1% |
| 1Y | +44.2% | +28.1% | +16.1% | +33.9% |
| 3Y | +65.8% | +151.1% | -85.3% | +25.7% |
| 5Y | +108.0% | +125.2% | -17.2% | +60.8% |
| 10Y | +209.9% | +291.1% | -81.3% | +101.2% |
| All | +54,805.5% | +4,465.2% | +50,340.3% | +19,284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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