+59.9%
AMGN vs EWZ
+47.7%
+12.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -7.1% | +13.5% | -20.6% | -9.9% |
| 3M | +13.9% | +15.2% | -1.3% | +9.9% |
| 6M | +3.2% | +3.7% | -0.5% | +2.0% |
| YTD | +19.2% | +22.5% | -3.3% | +12.6% |
| 1Y | +41.1% | +35.3% | +5.9% | +30.2% |
| All | +59.9% | +47.7% | +12.2% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling