+732.6%
AMGN vs EWZ
+446.7%
+285.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.0% | -12.1% | -10.5% |
| 7D | -10.3% | +5.6% | -15.8% | -11.4% |
| 30D | -3.8% | +9.3% | -13.0% | -5.8% |
| 3M | +14.4% | +15.7% | -1.3% | +10.4% |
| 6M | +7.8% | +7.4% | +0.4% | +5.7% |
| YTD | +22.6% | +22.7% | -0.1% | +16.3% |
| 1Y | +44.2% | +36.4% | +7.8% | +33.5% |
| 3Y | +65.8% | +50.4% | +15.4% | +48.6% |
| 5Y | +108.0% | +67.6% | +40.3% | +77.1% |
| 10Y | +209.9% | +84.1% | +125.8% | +137.7% |
| All | +732.6% | +446.7% | +285.9% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling