+985.1%
AMGN vs EW
+6,974.1%
-5,989.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | +7.8% | +1.0% | +6.8% | +7.6% |
| 3M | +27.3% | +2.8% | +24.5% | +26.2% |
| 6M | +16.8% | +5.5% | +11.3% | +14.9% |
| YTD | +36.3% | +5.5% | +30.9% | +33.9% |
| 1Y | +60.4% | +11.0% | +49.4% | +55.3% |
| 3Y | +86.3% | +17.7% | +68.6% | +71.7% |
| 5Y | +125.7% | -25.7% | +151.4% | +127.6% |
| 10Y | +247.0% | +132.8% | +114.2% | +149.0% |
| All | +985.1% | +6,974.1% | -5,989.0% | +212.5% |
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 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