+103.4%
AMGN vs EWZ
+59.6%
+43.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -13.7% | +0.9% | -14.6% | -13.8% |
| 30D | -8.8% | +12.8% | -21.6% | -10.4% |
| 3M | +7.2% | +10.8% | -3.6% | +5.5% |
| 6M | +1.3% | +2.5% | -1.2% | +0.7% |
| YTD | +17.6% | +21.4% | -3.7% | +14.1% |
| 1Y | +37.2% | +32.8% | +4.4% | +31.5% |
| 3Y | +57.7% | +45.2% | +12.5% | +48.7% |
| All | +103.4% | +59.6% | +43.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling