+325.7%
AMGN vs EW
+254.3%
+71.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +1.1% | +4.9% | -3.8% | 0.0% |
| 30D | +9.3% | +23.9% | -14.7% | +3.9% |
| 3M | +12.1% | +15.8% | -3.7% | +8.4% |
| 6M | +40.3% | +31.7% | +8.6% | +31.4% |
| YTD | +45.2% | +25.7% | +19.5% | +37.1% |
| 1Y | +42.4% | +24.4% | +18.0% | +34.8% |
| 3Y | +91.0% | +65.9% | +25.2% | +62.1% |
| 5Y | +157.4% | -7.6% | +165.0% | +150.4% |
| All | +325.7% | +254.3% | +71.3% | +173.7% |
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