+195.5%
AMGN vs IEFA
+148.3%
+47.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.9% |
| 7D | -13.7% | -1.6% | -12.1% | -12.8% |
| 30D | -8.8% | -1.5% | -7.3% | -8.0% |
| 3M | +7.2% | +3.4% | +3.8% | +4.9% |
| 6M | +1.3% | +9.5% | -8.2% | -4.4% |
| YTD | +17.6% | +13.0% | +4.6% | +8.9% |
| 1Y | +37.2% | +18.0% | +19.2% | +23.7% |
| 3Y | +57.7% | +65.4% | -7.6% | +15.5% |
| 5Y | +106.3% | +51.6% | +54.7% | +59.0% |
| All | +195.5% | +148.3% | +47.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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