+195.5%
AMGN vs EWZ
+94.8%
+100.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -13.7% | +0.9% | -14.6% | -13.9% |
| 30D | -8.8% | +12.8% | -21.6% | -10.9% |
| 3M | +7.2% | +10.8% | -3.6% | +5.0% |
| 6M | +1.3% | +2.5% | -1.2% | +0.5% |
| YTD | +17.6% | +21.4% | -3.7% | +13.0% |
| 1Y | +37.2% | +32.8% | +4.4% | +29.5% |
| 3Y | +57.7% | +45.2% | +12.5% | +45.3% |
| 5Y | +106.3% | +63.0% | +43.3% | +82.3% |
| All | +195.5% | +94.8% | +100.8% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling