+199.6%
AMGN vs EW
+126.7%
+72.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -13.9% | -3.4% | -10.5% | -13.2% |
| 30D | -7.1% | -7.4% | +0.2% | -5.5% |
| 3M | +13.9% | +0.9% | +13.0% | +13.7% |
| 6M | +3.2% | +1.2% | +2.1% | +2.7% |
| YTD | +19.2% | +1.8% | +17.5% | +18.4% |
| 1Y | +41.1% | +10.8% | +30.3% | +37.3% |
| 3Y | +61.3% | +17.1% | +44.1% | +49.6% |
| 5Y | +109.1% | -28.2% | +137.3% | +115.7% |
| All | +199.6% | +126.7% | +72.8% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling