+195.5%
AMGN vs EWT
+523.5%
-328.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.2% | -1.9% |
| 7D | -13.7% | -1.1% | -12.6% | -13.4% |
| 30D | -8.8% | +4.5% | -13.3% | -10.1% |
| 3M | +7.2% | +8.3% | -1.1% | +3.8% |
| 6M | +1.3% | +54.2% | -53.0% | -14.1% |
| YTD | +17.6% | +74.6% | -56.9% | -4.7% |
| 1Y | +37.2% | +84.9% | -47.7% | +8.6% |
| 3Y | +57.7% | +197.5% | -139.8% | +1.6% |
| 5Y | +106.3% | +150.6% | -44.3% | +41.8% |
| All | +195.5% | +523.5% | -328.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling