+1,055.6%
AMGN vs EW
+8,331.5%
-7,275.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +12.1% | +15.8% | -3.7% | +8.2% |
| 6M | +40.3% | +31.7% | +8.6% | +30.9% |
| YTD | +45.2% | +25.7% | +19.5% | +36.6% |
| 1Y | +42.4% | +24.4% | +18.0% | +34.3% |
| 3Y | +91.0% | +65.9% | +25.2% | +61.9% |
| 5Y | +157.4% | -7.6% | +165.0% | +146.2% |
| 10Y | +321.0% | +253.2% | +67.8% | +174.2% |
| All | +1,055.6% | +8,331.5% | -7,275.8% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling