+1,059.1%
AMGN vs EW
+8,225.2%
-7,166.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.5% | +4.9% | -3.5% | +0.3% |
| 30D | +13.1% | +24.1% | -10.9% | +7.3% |
| 3M | +12.9% | +13.7% | -0.8% | +9.4% |
| 6M | +40.8% | +32.7% | +8.1% | +31.1% |
| YTD | +45.6% | +24.1% | +21.5% | +37.4% |
| 1Y | +42.7% | +23.6% | +19.1% | +34.8% |
| 3Y | +91.2% | +64.8% | +26.4% | +62.3% |
| 5Y | +158.1% | -8.8% | +166.9% | +147.7% |
| 10Y | +322.3% | +248.8% | +73.5% | +175.8% |
| All | +1,059.1% | +8,225.2% | -7,166.2% | +220.9% |
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