+112.0%
AMGN vs EW
-29.9%
+141.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -11.6% | -5.1% | -6.5% | -11.1% |
| 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% | +4.8% |
| YTD | +22.0% | +1.1% | +20.9% | +21.7% |
| 1Y | +43.6% | +8.0% | +35.6% | +42.1% |
| 3Y | +65.0% | +16.3% | +48.7% | +59.1% |
| 5Y | +112.0% | -29.4% | +141.5% | +114.6% |
| All | +112.0% | -29.9% | +141.9% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling