+65.7%
AMGN vs EWZ
+7.8%
+57.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | +5.9% | -4.1% | +10.0% | +6.2% |
| 30D | +18.7% | -25.0% | +43.7% | +21.4% |
| 3M | +23.4% | -10.6% | +34.0% | +21.6% |
| 6M | +49.7% | -16.6% | +66.3% | +50.3% |
| YTD | +49.2% | +2.5% | +46.7% | +35.1% |
| 1Y | +65.7% | +8.1% | +57.7% | +37.7% |
| All | +65.7% | +7.8% | +57.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling