+109.1%
AMGN vs EWT
+144.9%
-35.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.8% |
| 7D | -13.9% | -1.1% | -12.8% | -13.7% |
| 30D | -7.1% | +4.8% | -11.9% | -7.9% |
| 3M | +13.9% | +11.1% | +2.8% | +11.2% |
| 6M | +3.2% | +54.6% | -51.4% | -7.0% |
| YTD | +19.2% | +71.4% | -52.2% | +4.9% |
| 1Y | +41.1% | +82.1% | -41.0% | +22.4% |
| 3Y | +61.3% | +193.2% | -131.9% | +23.5% |
| 5Y | +109.1% | +146.1% | -37.0% | +65.0% |
| All | +109.1% | +144.9% | -35.8% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling