+63.6%
AMGN vs EW
+16.4%
+47.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -11.6% | -5.1% | -6.5% | -11.0% |
| 30D | -5.7% | -6.4% | +0.7% | -4.9% |
| 3M | +14.2% | -1.6% | +15.8% | +14.5% |
| 6M | +5.2% | +2.3% | +2.9% | +4.9% |
| YTD | +22.0% | +1.1% | +20.9% | +21.7% |
| 1Y | +43.6% | +8.0% | +35.6% | +42.3% |
| All | +63.6% | +16.4% | +47.1% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling