+103.4%
AMGN vs IEFA
+50.2%
+53.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | -13.7% | -1.6% | -12.1% | -13.1% |
| 30D | -8.8% | -1.5% | -7.3% | -8.2% |
| 3M | +7.2% | +3.4% | +3.8% | +5.5% |
| 6M | +1.3% | +9.5% | -8.2% | -3.0% |
| YTD | +17.6% | +13.0% | +4.6% | +11.1% |
| 1Y | +37.2% | +18.0% | +19.2% | +27.2% |
| 3Y | +57.7% | +65.4% | -7.6% | +28.2% |
| All | +103.4% | +50.2% | +53.2% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling