+60.4%
AMGN vs EWZ
+36.3%
+24.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +1.1% | +6.5% | -5.4% | -0.5% |
| 30D | +7.8% | +4.8% | +3.0% | +6.5% |
| 3M | +27.3% | +9.9% | +17.4% | +23.8% |
| 6M | +16.8% | +1.9% | +14.9% | +16.0% |
| YTD | +36.3% | +20.3% | +16.0% | +25.2% |
| 1Y | +60.4% | +35.6% | +24.8% | +39.3% |
| All | +60.4% | +36.3% | +24.1% | +39.3% |
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