+216.6%
AMGN vs EXC
+152.4%
+64.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -11.6% | +0.3% | -12.0% | -11.8% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | +14.2% | -2.7% | +16.9% | +15.1% |
| 6M | +5.2% | -9.4% | +14.6% | +8.4% |
| YTD | +22.0% | +3.0% | +19.0% | +20.2% |
| 1Y | +43.6% | +5.1% | +38.5% | +40.4% |
| 3Y | +65.0% | +20.6% | +44.4% | +52.5% |
| 5Y | +112.0% | +45.7% | +66.3% | +80.2% |
| 10Y | +216.6% | +160.8% | +55.7% | +135.7% |
| All | +216.6% | +152.4% | +64.2% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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